Numerical Analysis Packages

AdvancedVI.jl46Implementation of variational Bayes inference algorithms

AMD.jl16Approximate Minimum Degree Ordering in Julia

ApproXD.jl28Bsplines and linear approximators in multiple dimensions for Julia

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

Arpack.jl60Julia Wrappers for the arpackng Fortran library

BifurcationKit.jl240A Julia package to perform Bifurcation Analysis

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

ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.

CompEcon.jl44Julia versions of the CompEcon routines by Miranda and Fackler.

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

Dopri.jl4A Julia wrapper for the DOPRI5 and DOP853 integrators.

Dualization.jl83Automatic dualization feature for MathOptInterface.jl

EiSCor.jl0Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations

Expokit.jl22Julia implementation of EXPOKIT routines

FastGaussQuadrature.jl262Julia package for Gaussian quadrature

FastTransforms.jl228:rocket: Julia package for orthogonal polynomial transforms :snowboarder:

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

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

FiniteDiff.jl202Fast nonallocating calculations of gradients, Jacobians, and Hessians with sparsity support

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

ForwardDiff2.jl51

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

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

Grid.jl46Interpolation and related operations on grids

Gridap.jl539Gridbased approximation of partial differential equations in Julia

GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions

HCubature.jl135PureJulia multidimensional hadaptive integration

Indicators.jl205Financial market technical analysis & indicators in Julia

InplaceOps.jl54Convenient macros for inplace matrix operations in Julia

Interpolations.jl444Fast, continuous interpolation of discrete datasets in Julia

IntervalConstraintProgramming.jl60Calculate rigorously the feasible region for a set of realvalued inequalities with Julia

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

KNITRO.jl61Julia interface to the Artelys Knitro solver

LibCEED.jl148CEED Library: Code for Efficient Extensible Discretizations

LinearExpressions.jl6Linear symbolic expressions for the Julia language

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.

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.

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

LowRankApprox.jl88Fast lowrank matrix approximation in Julia

MultiFloats.jl51Fast extendedprecision floatingpoint arithmetic for Julia
Loading more...