Higher order derivatives of unequally spaced data

[Namir]

Hi All,

I found on the Internet several documents and power points that describe how to estimate the first and second derivatives of unequally spaced points based on quadratic Lagrangian polynomials.

I posted on my web site (click here to download) a short paper that presents first, second, third, and fourth derivatives based on cubic and quartic Lagrange polynomials. I used some free online tools to help me formulate the equations for these derivative estimates. The paper includes the pseudo-code for these methods along with source code in Excel VBA, Matlab, and Python.

These derivatives are helpful in estimating the rate of changes in physical of chemical process where the physical/chemical property is measured at irregular intervals.

Namir