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differ.html
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<html>
<head>
<title>
DIFFER - Finite Difference Approximations to Derivatives
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
DIFFER <br> Finite Difference Approximations to Derivatives
</h1>
<hr>
<p>
<b>DIFFER</b>
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.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files made available on this
web page are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>DIFFER</b> is available in
<a href = "../../c_src/differ/differ.html">a C version</a> and
<a href = "../../cpp_src/differ/differ.html">a C++ version</a> and
<a href = "../../f77_src/differ/differ.html">a FORTRAN77 version</a> and
<a href = "../../f_src/differ/differ.html">a FORTRAN90 version</a> and
<a href = "../../m_src/differ/differ.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../m_src/divdif/divdif.html">
DIVDIF</a>,
a MATLAB library which
uses divided differences to compute the polynomial interpolant
to a given set of data.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Ake Bjorck, Victor Pereyra,<br>
Solution of Vandermonde Systems of Equations,<br>
Mathematics of Computation,<br>
Volume 24, Number 112, October 1970, pages 893-903.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "differ_backward.m">differ_backward.m</a>,
backward difference derivative approximation coefficients.
</li>
<li>
<a href = "differ_central.m">differ_central.m</a>,
central difference derivative approximation coefficients.
</li>
<li>
<a href = "differ_forward.m">differ_forward.m</a>,
forward difference derivative approximation coefficients.
</li>
<li>
<a href = "differ_inverse.m">differ_inverse.m</a>,
computes the inverse of the stencil matrix.
</li>
<li>
<a href = "differ_matrix.m">differ_matrix.m</a>,
computes the stencil matrix from the stencil vector.
</li>
<li>
<a href = "differ_solve.m">differ_solve.m</a>,
solves for finite difference coefficients.
</li>
<li>
<a href = "differ_stencil.m">differ_stencil.m</a>,
finite difference derivative approximation coefficients
for arbitrarily spaced data.
</li>
<li>
<a href = "inverse_error.m">inverse_error.m</a>,
reports the error in a matrix inverse.
</li>
<li>
<a href = "r8_factorial.m">r8_factorial.m</a>,
evaluates the factorial of an R8.
</li>
<li>
<a href = "r8mat_print.m">r8mat_print.m</a>,
prints an R8MAT;
</li>
<li>
<a href = "r8mat_print_some.m">r8mat_print_some.m</a>,
prints some of an R8MAT;
</li>
<li>
<a href = "r8vec_print.m">r8vec_print.m</a>,
prints an R8VEC;
</li>
<li>
<a href = "r8vec_uniform_01.m">r8vec_uniform_01.m</a>,
returns a unit pseudorandom R8VEC.
</li>
<li>
<a href = "r8vec2_print.m">r8vec2_print.m</a>,
prints a pair of R8VEC's;
</li>
<li>
<a href = "timestamp.m">timestamp.m</a>,
prints the current YMDHMS date as a timestamp;
</li>
<li>
<a href = "vand1.m">vand1.m</a>,
returns the VAND1 matrix.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "differ_test.m">differ_test.m</a>,
a sample calling program.
</li>
<li>
<a href = "differ_test_output.txt">differ_test_output.txt</a>,
the output file.
</li>
<li>
<a href = "differ_test01.m">differ_test01.m</a>,
tests DIFFER_MATRIX.
</li>
<li>
<a href = "differ_test02.m">differ_test02.m</a>,
tests DIFFER_INVERSE.
</li>
<li>
<a href = "differ_test03.m">differ_test03.m</a>,
tests DIFFER_MATRIX.
</li>
<li>
<a href = "differ_test04.m">differ_test04.m</a>,
tests DIFFER_FORWARD, DIFFER_BACKWARD, DIFFER_CENTRAL.
</li>
<li>
<a href = "differ_test05.m">differ_test05.m</a>,
tests DIFFER_STENCIL.
</li>
</ul>
</p>
<hr>
<i>
Last revised on 10 November 2013.
</i>
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