Numerical Analysis Packages
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EiSCor.jl0Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations
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PiecewiseInterpolation.jl1Interpolate data with known discontinuities
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LinearExpressions.jl6Linear symbolic expressions for the Julia language
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Simplices.jl1Compute exact simplex intersections in N dimensions.
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SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.
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ForwardDiff2.jl51-
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CompEcon.jl44Julia versions of the CompEcon routines by Miranda and Fackler.
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Dopri.jl4A Julia wrapper for the DOPRI5 and DOP853 integrators.
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RandomMatrices.jl76Random matrices package for Julia
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SciMLExpectations.jl59Fast uncertainty quantification for scientific machine learning (SciML) and differential equations
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NestedSamplers.jl33Implementations of single and multi-ellipsoid nested sampling
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NumericalIntegration.jl55Basic numerical integration routines for presampled data.
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ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.
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ApproXD.jl28B-splines and linear approximators in multiple dimensions for Julia
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StaticNumbers.jl37Static numbers in Julia
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Grid.jl46Interpolation and related operations on grids
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IntervalRootFinding.jl116Find all roots of a function in a guaranteed way with Julia
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Preconditioners.jl44A few preconditioners for iterative solvers.
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LogDensityProblems.jl34A common framework for implementing and using log densities for inference.
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InplaceOps.jl54Convenient macros for in-place matrix operations in Julia
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KNITRO.jl61Julia interface to the Artelys Knitro solver
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TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates
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GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions
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HCubature.jl135Pure-Julia multidimensional h-adaptive integration
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StateSpaceRoutines.jl80Package implementing common state-space routines.
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SolveDSGE.jl67A Julia package to solve, simulate, and analyze nonlinear DSGE models.
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FastGaussQuadrature.jl262Julia package for Gaussian quadrature
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Expokit.jl22Julia implementation of EXPOKIT routines
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PolyChaos.jl109A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.
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FEniCS.jl84A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language
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AdvancedVI.jl46Implementation of variational Bayes inference algorithms
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QuasiMonteCarlo.jl75Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)
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LinearMaps.jl282A 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.
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SIAMFANLEquations.jl84This is a Julia package for a book project.
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ApproximateGPs.jl34Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...
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PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor
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IntervalConstraintProgramming.jl60Calculate rigorously the feasible region for a set of real-valued inequalities with Julia
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Copulas.jl40A fully `Distributions.jl`-compliant copula package
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SummationByPartsOperators.jl46A 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.
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FiniteDifferences.jl237High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)
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