Numerical Analysis Packages

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

Simplices.jl1Compute exact simplex intersections in N dimensions.

PiecewiseInterpolation.jl1Interpolate data with known discontinuities

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

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

LinearExpressions.jl6Linear symbolic expressions for the Julia language

AMD.jl16Approximate Minimum Degree Ordering in Julia

Expokit.jl22Julia implementation of EXPOKIT routines

ApproXD.jl28Bsplines and linear approximators in multiple dimensions for Julia

NestedSamplers.jl33Implementations of single and multiellipsoid nested sampling

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)

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

TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates

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

PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor

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

StaticNumbers.jl37Static numbers in Julia

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

GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions

Preconditioners.jl44A few preconditioners for iterative solvers.

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

ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.

AdvancedVI.jl46Implementation of variational Bayes inference algorithms

Grid.jl46Interpolation and related operations on grids

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.

MultiFloats.jl51Fast extendedprecision floatingpoint arithmetic for Julia

ForwardDiff2.jl51

InplaceOps.jl54Convenient macros for inplace matrix operations in Julia

NumericalIntegration.jl55Basic numerical integration routines for presampled data.

SciMLExpectations.jl59Fast uncertainty quantification for scientific machine learning (SciML) and differential equations

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

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

Arpack.jl60Julia Wrappers for the arpackng Fortran library

KNITRO.jl61Julia interface to the Artelys Knitro solver

SolveDSGE.jl67A Julia package to solve, simulate, and analyze nonlinear DSGE models.

Sobol.jl70Generation of Sobol lowdiscrepancy sequence (LDS) for the Julia language

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)

RandomMatrices.jl76Random matrices package for Julia

StateSpaceRoutines.jl80Package implementing common statespace routines.

Dualization.jl83Automatic dualization feature for MathOptInterface.jl
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