A fully `Distributions.jl`-compliant copula package

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.

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

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

The Base interface of the SciML ecosystem

High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.

This is a Julia package of nonlinear solvers. These codes are used in my book, Solving Nonlinear Equations with Iterative Methods: Solvers and Examples in Julia.

Utilities for testing custom AD primitives.

Implementations of single and multi-ellipsoid nested sampling

Lightweight and easy generation of quasi-Monte Carlo sequences with a ton of different methods on one API for easy parameter exploration in scientific machine learning (SciML)

Implementation of variational Bayes inference algorithms

Fast, SIMD-accelerated extended-precision arithmetic for Julia

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

Automatic dualization feature for MathOptInterface.jl

Fast jacobian computation through sparsity exploitation and matrix coloring

Grid-based approximation of partial differential equations in Julia

A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)

A Julia package to perform Bifurcation Analysis

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

Lightweight wrapper to declare that a vector is sorted.

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

Static numbers in Julia

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

A Julia package for generating timeseries surrogates

Julia Wrappers for the arpack-ng Fortran library

A few preconditioners for iterative solvers.

Compute exact simplex intersections in N dimensions.

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

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

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.

Interpolate data with known discontinuities

CEED Library: Code for Efficient Extensible Discretizations

Implementation of a Partial Least Squares Regressor

Pure-Julia multidimensional h-adaptive integration

Library for finding the roots of a function using interval arithmetic

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

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

Basic numerical integration routines for presampled data.

Package implementing common state-space routines.