Accord.Math.Differentiation.FiniteDifferences.CreateCoefficients C# (CSharp) Method

        public static double[][,] CreateCoefficients(int points)
        {
            // Compute difference coefficient table
            double[][,] c = new double[points][,];

            double fac = Special.Factorial(points);

            for (int i = 0; i < points; i++)
            {
                double[,] deltas = new double[points, points];

                for (int j = 0; j < points; j++)
                {
                    double h = 1.0;
                    double delta = j - i;

                    for (int k = 0; k < points; k++)
                    {
                        deltas[j, k] = h / Special.Factorial(k);
                        h *= delta;
                    }
                }

                c[i] = Matrix.Inverse(deltas);

                for (int j = 0; j < points; j++)
                    for (int k = 0; k < points; k++)
                        c[i][j, k] = (Math.Round(c[i][j, k] * fac, MidpointRounding.AwayFromZero)) / fac;
            }

            return c;
        }