DIFFER
Finite Difference Approximations to Derivatives

DIFFER is a MATLAB 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:

differ_test

DIVDIF, a MATLAB 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:

differ_backward.m, backward difference derivative approximation coefficients.
differ_central.m, central difference derivative approximation coefficients.
differ_forward.m, forward difference derivative approximation coefficients.
differ_inverse.m, computes the inverse of the stencil matrix.
differ_matrix.m, computes the stencil matrix from the stencil vector.
differ_matrix_test.m
differ_solve.m, solves for finite difference coefficients.
differ_stencil.m, finite difference derivative approximation coefficients for arbitrarily spaced data.
inverse_error.m, reports the error in a matrix inverse.
r8_factorial.m, evaluates the factorial of an R8.
r8mat_print.m, prints an R8MAT;
r8mat_print_some.m, prints some of an R8MAT;
r8vec_print.m, prints an R8VEC;
r8vec_uniform_01.m, returns a unit pseudorandom R8VEC.
r8vec2_print.m, prints a pair of R8VEC's;
timestamp.m, prints the current YMDHMS date as a timestamp;
vand1.m, returns the VAND1 matrix.