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fornberg's Introduction

Simultaneous computation of finite differences and interpolation with Lagrange polynomials

The Julia and Matlab scripts in this repository compute the generalized finite difference / interpolation algorithm in the SIAM paper B. Fornberg (1998). The algorithm allows for the simulataneous computation of finite differences and interpolation via Lagrange polynomials.

The computational time difference between Julia (faster) and Matlab (slower) can be compared by running the identical scripts in this repository.

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