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Calculation of weights in finite difference formulas. (English) Zbl 0914.65010
This paper deals with the use of finite difference approximations to compute derivatives of grid-based functions. Two short algorithms for finding the optimal weights are considered. One algorithm uses Pade approximations and only works on equispaced grids. The other one works for irregular grid spacing and is presented as a very inexpensive numerical procedure.

MSC:
65D25 Numerical differentiation
65L12 Finite difference and finite volume methods for ordinary differential equations
65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65D05 Numerical interpolation
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