diffxy

Second-order accurate numerical differentiation (N-dimensional)

In its simplest usage DIFFXY uses a second-order accurate scheme to approximate the derivative of a vector y with respect to a vector x. It differs from existing functions in the following ways:

- returns dydx having the same size as y (unlike DIFF which reduces the dimension by 1)
- special treatment of end-points for higher accuracy
- specifically built to handle unequally spaced data

DIFFXY also has the following capabilities

- x and y can be N-dimensional arrays
- operate on chosen dimension of N-d arrays
- computes higher-order derivatives via iteration

See the Help section and demo file for examples and further information.
Please suggest any improvements/report any bugs either in the comments or via email.