DIFFER\
Finite Difference Approximations to Derivatives {#differ-finite-difference-approximations-to-derivatives align=”center”}
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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”}
- 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”}
- DIFFER_BACKWARD computes backward difference coefficients.
- DIFFER_CENTRAL computes central difference coefficients.
- DIFFER_FORWARD computes forward difference coefficients.
- DIFFER_INVERSE returns the inverse of the DIFFER matrix.
- DIFFER_MATRIX computes the stencil matrix from the stencil
vector.
- DIFFER_SOLVE solves for finite difference coefficients.
- DIFFER_STENCIL computes finite difference coefficients.
- I4_MAX returns the maximum of two I4’s.
- I4_MIN returns the minimum of two I4’s.
- I4_TO_STRING converts an I4 to a C++ string.
- INVERSE_ERROR determines the error in an inverse matrix.
- R8_ABS returns the absolute value of an R8.
- R8_FACTORIAL computes the factorial of N.
- R8MAT_FS_NEW factors and solves a system with one right hand
side.
- R8MAT_MM_NEW multiplies two matrices.
- R8MAT_MV_NEW multiplies a matrix times a vector.
- R8MAT_NORM_FRO returns the Frobenius norm of an R8MAT.
- R8MAT_PRINT prints an R8MAT.
- R8MAT_PRINT_SOME prints some of an R8MAT.
- R8MAT_SUB_NEW computes C = A - B.
- R8VEC_PRINT prints an R8VEC.
- R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC.
- R8VEC2_PRINT prints an R8VEC2.
- R8VM_SL solves a R8VM system.
- R8VM_SL_NEW solves a R8VM system.
- TIMESTAMP prints the current YMDHMS date as a time stamp.
You can go up one level to the C++ source codes.
Last revised on 03 November 2013.