Package DIFF

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Package : DIFF

 
A subroutine DIFF computes the first, second, or third derivative of a real
function of a single real variable, where the function is defined by a Fortran
function subprogram. The method used is Neville's process of extrapolating from
a sequence of interpolating polynomials with interpolating points distributed
symmetrically about x0 or, if this is not possible, to one side of x0. The package
includes three tests.
 
Type         : Software collection
 
Portability   : Portable
 
Availability : Public domain
 
Language     : Fortran
 
Reference    : J. Oliver. "An Algorithm for Numerical Differentiation of a
               Function of One Real Variable". Journal of Computational and
               Applied Mathematics, 6(2):145-160, 1980.
 
Developer    : J. Oliver, University of Essex, Colchester, England
 
Distributor  : D. Lozier, NIST, Bldg 101 Room A238, Gaithersburg, MD 20899
               (301-975-2706)
 
On sites     : (1) ITL
 

Implementation data for ITL

 
ITL     : Unix Workstation Network, National Institute of Standards and
          Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Version : 1980
Support : Unsupported