differ, a FORTRAN90 code which determines the finite difference method (FDM) coefficients necessary in order to combine function values at known locations to compute an approximation of given accuracy to a derivative of a given order.
The computer code and data files made available on this web page are distributed under the MIT license
differ is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
divdif, a FORTRAN90 code which uses divided differences to compute the polynomial interpolant to a given set of data.