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

Outputs

    w            - finite difference coefficient array
                   with the coefficients for the succes-
                   sive derivatives in rows

Examples

Point weights for central schemes on a three-point stencil, where the value is required at the centre:

 >> fdweights(0,[-1 0 1],2)

 ans =

          0    1.0000         0
    -0.5000         0    0.5000
     1.0000   -2.0000    1.0000

The three rows are for interpolation, first derivative and second derivative respectively.

See also

fdmat.m, fdlap.m, fdhess.m, fdkup.m, fdvec.m, fftdiff.m, fourdif.m, fourlap.m, cgsppm2ang.m, corrfun.m, fpl2phan.m, fpl2rho.m, hydrodynamics.m, interpmat.m, oscillator.m, overwound.m, phan2fpl.m, points2mult.m, qform2sph.m, qxspen_kernel.m, spden.m, Hyperfine_shift_module, Kernel_utilities

Version 2.2, authors: Bengt Fornberg, Ilya Kuprov