differ, a Python code which determines the finite difference method (FDM) coefficients necessary 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 a Python version.

Related Data and Programs:


  1. Ake Bjorck, Victor Pereyra,
    Solution of Vandermonde Systems of Equations,
    Mathematics of Computation,
    Volume 24, Number 112, October 1970, pages 893-903.

Source Code:

Last revised on 05 October 2022.