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| Derivatives on Unequally Spaced Grids |
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F.X.Timmes, my vitae
The program test_fdcoef.f implements simple recursions for calculating the weights of finite difference formulas for any order of derivative and any formal order of accuracy on one-dimensional grids with unequal spacing.
The core routine, fdcoef.f is based on Bengt Fornberg's articles "Generation of finite difference formulas on arbitrary spaced grids", Math. Comp., 51(184):699-706, 1988, and "Calculation of weights in finite difference formulas", SIAM Rev., 40(3):685b
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