differ

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.

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Languages:

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:

Reference:

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:

• differ.py, the source code.
• differ.sh, runs all the tests.
• differ.txt, the output file.