SAGE code for automatic symbolic computation of the Finite Difference approximation of the derivative at any order, centered or not, and for any accuracy. SAGE can be found at http://sagemath.org GPL Licensed
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FDcoefs.sage
FDexamples.sage
LICENSE
README

README

###############################################################################
#
#	Finite Difference Coefficients derivation using SAGE http://sagemath.org
#	ReadMe File
#	Copyright 2015 Nicolas Fressengeas 
#	http://fressengeas.net
#
###############################################################################
#
#
#
#    This program is free software: you can redistribute it and/or modify
#    it under the terms of the GNU General Public License as published by
#    the Free Software Foundation, either version 3 of the License, or
#    any later version.
#
#    This program is distributed in the hope that it will be useful,
#    but WITHOUT ANY WARRANTY; without even the implied warranty of
#    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#    GNU General Public License for more details.
#
#    You should have received a copy of the GNU General Public License
#    along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
#
###############################################################################

This directory contains 2 files :
* FDCoefs.sage which contains the definition of the one usable function
	HighOrderFiniteDiff(DiffOrder,(imin,imax))
* FDexamples.sage which contains examples on how to use it

More insight in Finite Difference coefficients can be found on wikipedia :
https://en.wikipedia.org/wiki/Finite_difference_coefficient