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

Compute exact simplex intersections in N dimensions.

Interpolate data with known discontinuities

A Julia wrapper for the DOPRI5 and DOP853 integrators.

Lightweight wrapper to declare that a vector is sorted.

Linear symbolic expressions for the Julia language

Approximate Minimum Degree Ordering in Julia

Julia implementation of EXPOKIT routines

B-splines and linear approximators in multiple dimensions for Julia

Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...

Static numbers in Julia

A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)

A common framework for implementing and using log densities for inference.

Implementation of a Partial Least Squares Regressor

Implementations of single and multi-ellipsoid nested sampling

Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD

A Julia package for generating timeseries surrogates

Julia versions of the CompEcon routines by Miranda and Fackler.

Interpolation and related operations on grids

Utilities for testing custom AD primitives.

A few preconditioners for iterative solvers.

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Multidimensional grid interpolation in arbitrary dimensions

Convenient macros for in-place matrix operations in Julia

Basic numerical integration routines for presampled data.

Calculate rigorously the feasible region for a set of real-valued inequalities with Julia

Fast uncertainty quantification for scientific machine learning (SciML) and differential equations

Julia Wrappers for the arpack-ng Fortran library

Fast, SIMD-accelerated extended-precision arithmetic for Julia

A Julia interface to the Artelys Knitro solver

Generation of Sobol low-discrepancy sequence (LDS) for the Julia language

Implementation of variational Bayes inference algorithms

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

Random matrices package for Julia

Package implementing common state-space routines.

A fully `Distributions.jl`-compliant copula package

A Julia library of summation-by-parts (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.

Automatic dualization feature for MathOptInterface.jl

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

Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.