| Procedure | Location | Procedure Type | Description |
|---|---|---|---|
| diff | diff_module | Subroutine | the procedure diff calculates the first, second or third order derivative of a function by using neville's process to extrapolate from a sequence of simple polynomial approximations based on interpolating points distributed symmetrically about x0 (or lying only on one side of x0 should this be necessary). if the specified tolerance is non-zero then the procedure attempts to satisfy this absolute or relative accuracy requirement, while if it is unsuccessful or if the tolerance is set to zero then the result having the minimum achievable estimated error is returned instead. |
| faccur | diff_module | Subroutine | Support routine for diff. |
| set_function | diff_module | Subroutine | Set the function in a diff_func. Must be called before diff. |