Fdweights.m

Calculates finite difference weights for numerical derivatives (including order 0, which amounts to interpolation). Syntax:

        w=fdweights(target_point,grid_points,max_order)


Parameters:

 target_point - the point at which the derivative is required

 grid_points  - the points at which the function is given

 max_order    - maximum derivative order


The function returns finite difference coefficient array with the coefficients for the successive derivatives in rows.