Finite difference weights for any derivative order on arbitrarily spaced grids. C89, C++ and Fortran 90 implementations with Python bindings.
BSD-2-CLAUSE License
Published by bjodah over 8 years ago
finitediff contains two implementations (Fortran 90, C++ 98) of Bengt Fornberg's formulae for finite difference weights up to N-th order derivative. Python bindings are included.