Numerical Analysis Packages
-
AdvancedVI.jl46Implementation of variational Bayes inference algorithms
-
Grid.jl46Interpolation and related operations on grids
-
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.
-
ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.
-
Preconditioners.jl44A few preconditioners for iterative solvers.
-
CompEcon.jl44Julia versions of the CompEcon routines by Miranda and Fackler.
-
GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions
-
Copulas.jl40A fully `Distributions.jl`-compliant copula package
-
StaticNumbers.jl37Static numbers in Julia
-
GaussianFilters.jl36Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD
-
PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor
-
LogDensityProblems.jl34A common framework for implementing and using log densities for inference.
-
RootedTrees.jl34A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)
-
ApproximateGPs.jl34Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...
-
TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates
-
NestedSamplers.jl33Implementations of single and multi-ellipsoid nested sampling
-
ApproXD.jl28B-splines and linear approximators in multiple dimensions for Julia
-
Expokit.jl22Julia implementation of EXPOKIT routines
-
AMD.jl16Approximate Minimum Degree Ordering in Julia
-
LinearExpressions.jl6Linear symbolic expressions for the Julia language
-
SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.
-
Dopri.jl4A Julia wrapper for the DOPRI5 and DOP853 integrators.
-
Simplices.jl1Compute exact simplex intersections in N dimensions.
-
PiecewiseInterpolation.jl1Interpolate data with known discontinuities
-
EiSCor.jl0Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations
View all packages