Numerical Analysis Packages

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

PiecewiseInterpolation.jl1Interpolate data with known discontinuities

LinearExpressions.jl6Linear symbolic expressions for the Julia language

Simplices.jl1Compute exact simplex intersections in N dimensions.

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

ForwardDiff2.jl51

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

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

RandomMatrices.jl76Random matrices package for Julia

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

NestedSamplers.jl33Implementations of single and multiellipsoid nested sampling

NumericalIntegration.jl55Basic numerical integration routines for presampled data.

ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.

ApproXD.jl28Bsplines and linear approximators in multiple dimensions for Julia

StaticNumbers.jl37Static numbers in Julia

Grid.jl46Interpolation and related operations on grids

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

Preconditioners.jl44A few preconditioners for iterative solvers.

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

InplaceOps.jl54Convenient macros for inplace matrix operations in Julia

KNITRO.jl61Julia interface to the Artelys Knitro solver

TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates

GridInterpolations.jl41Multidimensional grid interpolation in arbitrary dimensions

HCubature.jl135PureJulia multidimensional hadaptive integration

StateSpaceRoutines.jl80Package implementing common statespace routines.

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

FastGaussQuadrature.jl262Julia package for Gaussian quadrature

Expokit.jl22Julia implementation of EXPOKIT routines

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

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

AdvancedVI.jl46Implementation of variational Bayes inference algorithms

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)

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.

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

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

PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor

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

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

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.

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