This tutorial series is an introduction on programming and understanding numerical methods in Julia. We will cover several topics.
Basic familiarity with Julia and VSCode is assumed. If you are a beginner, you can check out my series on The Julia Programming Language: an Effective Tutorial
I’ve also moved my chapter on the FFT to a separate, dedicated tutorial: Using the Fast Fourier Transform.
Best Julia Packages for Numerical Computing
Here is an opinionated and incomplete list of some of the best packages for numerical computing in Julia.
|Problem type||Julia packages|
|Linear system / least squares||LinearSolve|
|Finite differences||FiniteDifferences, FiniteDiff|
|Ordinary Differential Equations||DifferentialEquations|
|Finite Element Method||Gridap|
|Automatic Differentiation||ForwardDiff, Enzyme|
|Fast Fourier Transform||FFTW|
I’ll be reviewing most of them in the next chapters, and providing examples!