Interpolation and related operations on grids

Random matrices package for Julia

Linear symbolic expressions for the Julia language

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

Convenient macros for in-place matrix operations in 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.

B-splines and linear approximators in multiple dimensions for Julia

Julia implementation of EXPOKIT routines

Fast, continuous interpolation of discrete datasets in Julia

Julia package for Gaussian quadrature

A Julia interface to the Artelys Knitro solver

A Julia wrapper for the DOPRI5 and DOP853 integrators.

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

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

Multidimensional grid interpolation in arbitrary dimensions

Julia versions of the CompEcon routines by Miranda and Fackler.

Fast low-rank matrix approximation in Julia

Approximate Minimum Degree Ordering in Julia

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

Financial market technical analysis & indicators in Julia

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

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.

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

Adaptive 1d numerical Gauss–Kronrod integration in Julia

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

Package implementing common state-space routines.

Basic numerical integration routines for presampled data.

Roll a window over data; apply a function over the window.

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

Library for finding the roots of a function using interval arithmetic

Pure-Julia multidimensional h-adaptive integration

Implementation of a Partial Least Squares Regressor

CEED Library: Code for Efficient Extensible Discretizations

Interpolate data with known discontinuities

A 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.

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

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

Compute exact simplex intersections in N dimensions.

A few preconditioners for iterative solvers.

Julia Wrappers for the arpack-ng Fortran library