differ_arbitrary

differ_arbitrary, a MATLAB code which is given function values at arbitrary locations (not necessarily equally spaced), and the order of a derivative. Using the finite difference method (FDM), it computes a linear combination of these function values which approximates that derivative.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

differ_arbitrary is available in a MATLAB version.

Related Data and Programs:

differ_arbitrary_test

differ, a MATLAB code which is given function values at equally spaced locations, and the order of a derivative, and uses the finite difference method (FDM) to compute a linear combination of these function values which approximated that derivative.

divdif, a MATLAB code which uses divided differences to compute the polynomial interpolant to a given set of data.

Reference:

1. Bengt Fornberg,
   Generation of finite difference formulas on arbitrarily spaced grids,
   Mathematics of Computation,
   Volume 51, Number 184, October 1988, pages 699-706.

Source Code:

• differ__arbitrary.m, the source code.