Numerical Analysis Packages

Grid.jl47Interpolation and related operations on grids

RandomMatrices.jl85Random matrices package for Julia

LinearExpressions.jl6Linear symbolic expressions for the Julia language

Sobol.jl77Generation of Sobol lowdiscrepancy sequence (LDS) for the Julia language

InplaceOps.jl54Convenient macros for inplace matrix operations in Julia

LinearMaps.jl303A Julia package for defining and working with linear maps, also known as linear transformations or linear operators acting on vectors. The only requirement for a LinearMap is that it can act on a vector (by multiplication) efficiently.

ApproXD.jl28Bsplines and linear approximators in multiple dimensions for Julia

Expokit.jl26Julia implementation of EXPOKIT routines

Interpolations.jl523Fast, continuous interpolation of discrete datasets in Julia

FastGaussQuadrature.jl298Julia package for Gaussian quadrature

KNITRO.jl77A Julia interface to the Artelys Knitro solver

Dopri.jl4A Julia wrapper for the DOPRI5 and DOP853 integrators.

EiSCor.jl0Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations

SolveDSGE.jl79A Julia package to solve, simulate, and analyze nonlinear DSGE models.

GridInterpolations.jl52Multidimensional grid interpolation in arbitrary dimensions

CompEcon.jl47Julia versions of the CompEcon routines by Miranda and Fackler.

LowRankApprox.jl109Fast lowrank matrix approximation in Julia

AMD.jl20Approximate Minimum Degree Ordering in Julia

FastTransforms.jl259:rocket: Julia package for orthogonal polynomial transforms :snowboarder:

Indicators.jl216Financial market technical analysis & indicators in Julia

IntervalConstraintProgramming.jl63Calculate rigorously the feasible region for a set of realvalued inequalities with Julia

SciMLSensitivity.jl329A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimizethendiscretize, discretizethenoptimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

SciMLExpectations.jl65Fast uncertainty quantification for scientific machine learning (SciML) and differential equations

QuadGK.jl268Adaptive 1d numerical Gauss–Kronrod integration in Julia

FiniteDiff.jl247Fast nonallocating calculations of gradients, Jacobians, and Hessians with sparsity support

StateSpaceRoutines.jl86Package implementing common statespace routines.

NumericalIntegration.jl62Basic numerical integration routines for presampled data.

RollingFunctions.jl115Roll a window over data; apply a function over the window.

FEniCS.jl96A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language

IntervalRootFinding.jl127Library for finding the roots of a function using interval arithmetic

HCubature.jl153PureJulia multidimensional hadaptive integration

PartialLeastSquaresRegressor.jl40Implementation of a Partial Least Squares Regressor

LibCEED.jl196CEED Library: Code for Efficient Extensible Discretizations

PiecewiseInterpolation.jl1Interpolate data with known discontinuities

SummationByPartsOperators.jl94A Julia library of summationbyparts (SBP) operators used in finite difference, Fourier pseudospectral, continuous Galerkin, and discontinuous Galerkin methods to get provably stable semidiscretizations, paying special attention to boundary conditions.

FDM.jl296High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

FiniteDifferences.jl296High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

Simplices.jl1Compute exact simplex intersections in N dimensions.

Preconditioners.jl50A few preconditioners for iterative solvers.

Arpack.jl69Julia Wrappers for the arpackng Fortran library
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