Fast non-allocating calculations of gradients, Jacobians, and Hessians with sparsity support

Adaptive 1d numerical Gauss–Kronrod integration in Julia

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

A component of the DiffEq ecosystem for enabling sensitivity analysis for scientific machine learning (SciML). Optimize-then-discretize, discretize-then-optimize, adjoint methods, and more for ODEs, SDEs, DDEs, DAEs, etc.

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

Financial market technical analysis & indicators in Julia

:rocket: Julia package for orthogonal polynomial transforms :snowboarder:

Approximate Minimum Degree Ordering in Julia

Fast low-rank matrix approximation in Julia

Julia versions of the CompEcon routines by Miranda and Fackler.

Multidimensional grid interpolation in arbitrary dimensions

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

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

A Julia wrapper for the DOPRI5 and DOP853 integrators.

A Julia interface to the Artelys Knitro solver

Julia package for Gaussian quadrature

Fast, continuous interpolation of discrete datasets in Julia

Julia implementation of EXPOKIT routines

B-splines and linear approximators in multiple dimensions for Julia

A 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.

Convenient macros for in-place matrix operations in Julia

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

Linear symbolic expressions for the Julia language

Random matrices package for Julia

Interpolation and related operations on grids