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DIFFER\ Finite Difference Approximations to Derivatives {#differ-finite-difference-approximations-to-derivatives align=”center”} ===============================================


DIFFER is a C++ 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: {#licensing align=”center”}

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

Languages: {#languages align=”center”}

DIFFER is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

DIVDIF, a C++ library which uses divided differences to compute the polynomial interpolant to a given set of data.

Reference: {#reference align=”center”}

  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: {#source-code align=”center”}

Examples and Tests: {#examples-and-tests align=”center”}

List of Routines: {#list-of-routines align=”center”}

You can go up one level to the C++ source codes.


Last revised on 03 November 2013.