Numerical Analysis Packages
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Copulas.jl40A fully `Distributions.jl`-compliant copula package
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LinearSolve.jl178LinearSolve.jl: High-Performance Unified Interface for Linear Solvers in Julia. Easily switch between factorization and Krylov methods, add preconditioners, and all in one interface.
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ApproximateGPs.jl34Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...
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FundamentalsNumericalComputation.jl60Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.
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SciMLBase.jl90The Base interface of the SciML ecosystem
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NonlinearSolve.jl112High-performance and differentiation-enabled nonlinear solvers (Newton methods), bracketed rootfinding (bisection, Falsi), with sparsity and Newton-Krylov support.
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SIAMFANLEquations.jl84This is a Julia package for a book project.
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ChainRulesTestUtils.jl45Utilities for testing custom AD primitives.
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NestedSamplers.jl33Implementations of single and multi-ellipsoid nested sampling
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QuasiMonteCarlo.jl75Lightweight 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)
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AdvancedVI.jl46Implementation of variational Bayes inference algorithms
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MultiFloats.jl51Fast extended-precision floating-point arithmetic for Julia
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ForwardDiff2.jl51-
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GaussianFilters.jl36Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD
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Dualization.jl83Automatic dualization feature for MathOptInterface.jl
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SparseDiffTools.jl201Fast jacobian computation through sparsity exploitation and matrix coloring
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Gridap.jl539Grid-based approximation of partial differential equations in Julia
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RootedTrees.jl34A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)
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BifurcationKit.jl240A Julia package to perform Bifurcation Analysis
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PolyChaos.jl109A Julia package to construct orthogonal polynomials, their quadrature rules, and use it with polynomial chaos expansions.
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SortedVectors.jl5Lightweight wrapper to declare that a vector is sorted.
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ChainRules.jl358Forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs
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StaticNumbers.jl37Static numbers in Julia
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LogDensityProblems.jl34A common framework for implementing and using log densities for inference.
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TimeseriesSurrogates.jl34A Julia package for generating timeseries surrogates
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Arpack.jl60Julia Wrappers for the arpack-ng Fortran library
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Preconditioners.jl44A few preconditioners for iterative solvers.
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Simplices.jl1Compute exact simplex intersections in N dimensions.
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FDM.jl237High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)
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FiniteDifferences.jl237High accuracy derivatives, estimated via numerical finite differences (formerly FDM.jl)
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SummationByPartsOperators.jl46A 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.
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PiecewiseInterpolation.jl1Interpolate data with known discontinuities
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LibCEED.jl148CEED Library: Code for Efficient Extensible Discretizations
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PartialLeastSquaresRegressor.jl34Implementation of a Partial Least Squares Regressor
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HCubature.jl135Pure-Julia multidimensional h-adaptive integration
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IntervalRootFinding.jl116Find all roots of a function in a guaranteed way with Julia
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FEniCS.jl84A scientific machine learning (SciML) wrapper for the FEniCS Finite Element library in the Julia programming language
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RollingFunctions.jl90Roll a window over data; apply a function over the window.
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NumericalIntegration.jl55Basic numerical integration routines for presampled data.
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StateSpaceRoutines.jl80Package implementing common state-space routines.
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