Implementation of variational Bayes inference algorithms

Approximate Minimum Degree Ordering in Julia

B-splines and linear approximators in multiple dimensions for Julia

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

Julia Wrappers for the arpack-ng Fortran library

A Julia package to perform Bifurcation Analysis

Forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

Utilities for testing custom AD primitives.

Julia versions of the CompEcon routines by Miranda and Fackler.

A fully `Distributions.jl`-compliant copula package

A Julia wrapper for the DOPRI5 and DOP853 integrators.

Automatic dualization feature for MathOptInterface.jl

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

Julia implementation of EXPOKIT routines

Julia package for Gaussian quadrature

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

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

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

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

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

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

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

Interpolation and related operations on grids

Grid-based approximation of partial differential equations in Julia

Multidimensional grid interpolation in arbitrary dimensions

Pure-Julia multidimensional h-adaptive integration

Financial market technical analysis & indicators in Julia

Convenient macros for in-place matrix operations in Julia

Fast, continuous interpolation of discrete datasets in Julia

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

Library for finding the roots of a function using interval arithmetic

A Julia interface to the Artelys Knitro solver

CEED Library: Code for Efficient Extensible Discretizations

Linear symbolic expressions for the Julia language

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.

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

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

Fast low-rank matrix approximation in Julia

Fast, SIMD-accelerated extended-precision arithmetic for Julia