DIFFER
Finite Difference Approximations to Derivatives
DIFFER
is a FORTRAN90 library which
determines the finite difference 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.
Licensing:
The computer code and data files made available on this
web page are distributed under
the GNU LGPL license.
Languages:
DIFFER is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version.
Related Data and Programs:
DIVDIF,
a FORTRAN90 library which
uses divided differences to compute the polynomial interpolant
to a given set of data.
Reference:
-
Ake Bjorck, Victor Pereyra,
Solution of Vandermonde Systems of Equations,
Mathematics of Computation,
Volume 24, Number 112, October 1970, pages 893-903.
Source Code:
Examples and Tests:
List of Routines:
-
DIFFER_BACKWARD computes backward difference coefficients.
-
DIFFER_CENTRAL computes central difference coefficients.
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DIFFER_FORWARD computes forward difference coefficients.
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DIFFER_INVERSE returns the inverse of the DIFFER matrix.
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DIFFER_MATRIX computes the stencil matrix from the stencil vector.
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DIFFER_SOLVE solves for finite difference coefficients.
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DIFFER_STENCIL computes finite difference coefficients.
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INVERSE_ERROR determines the error in an inverse matrix.
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R8_FACTORIAL computes the factorial of N.
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R8MAT_FS factors and solves a system with one right hand side.
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R8MAT_PRINT prints an R8MAT.
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R8MAT_PRINT_SOME prints some of an R8MAT.
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R8VEC_PRINT prints an R8VEC.
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R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.
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R8VEC2_PRINT prints an R8VEC2.
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R8VM_SL solves an R8VM linear system.
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TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to
the FORTRAN90 source codes.
Last revised on 11 November 2013.