Numerical Analysis Packages

Copulas.jl40A fully `Distributions.jl`compliant copula package

LinearSolve.jl178LinearSolve.jl: HighPerformance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.

ApproximateGPs.jl34Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...

FundamentalsNumericalComputation.jl60Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.

SciMLBase.jl90The Base interface of the SciML ecosystem

NonlinearSolve.jl112Highperformance and differentiationenabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and NewtonKrylov support.

SIAMFANLEquations.jl84This is a Julia package for a book project.

ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.

NestedSamplers.jl33Implementations of single and multiellipsoid nested sampling

QuasiMonteCarlo.jl75Lightweight and easy generation of quasiMonte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

AdvancedVI.jl46Implementation of variational Bayes inference algorithms

MultiFloats.jl51Fast extendedprecision floatingpoint arithmetic for Julia

ForwardDiff2.jl51

GaussianFilters.jl36Julia Package for discretetime linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GMPHD

Dualization.jl83Automatic dualization feature for MathOptInterface.jl

SparseDiffTools.jl201Fast jacobian computation through sparsity exploitation and matrix coloring

Gridap.jl539Gridbased approximation of partial differential equations in Julia

RootedTrees.jl34A collection of functionality around rooted trees to generate order conditions for RungeKutta methods in Julia for differential equations and scientific machine learning (SciML)

BifurcationKit.jl240A Julia package to perform Bifurcation Analysis

PolyChaos.jl109A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.

SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.

ChainRules.jl358Forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

StaticNumbers.jl37Static numbers in Julia

LogDensityProblems.jl34A common framework for implementing and using log densities for inference.

TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates

Arpack.jl60Julia Wrappers for the arpackng Fortran library

Preconditioners.jl44A few preconditioners for iterative solvers.

Simplices.jl1Compute exact simplex intersections in N dimensions.

FDM.jl237High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

FiniteDifferences.jl237High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)

SummationByPartsOperators.jl46A 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.

PiecewiseInterpolation.jl1Interpolate data with known discontinuities

LibCEED.jl148CEED Library: Code for Efficient Extensible Discretizations

PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor

HCubature.jl135PureJulia multidimensional hadaptive integration

IntervalRootFinding.jl116Find all roots of a function in a guaranteed way with Julia

FEniCS.jl84A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language

RollingFunctions.jl90Roll a window over data; apply a function over the window.

NumericalIntegration.jl55Basic numerical integration routines for presampled data.

StateSpaceRoutines.jl80Package implementing common statespace routines.
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