What does the name “Julia” (programming language) refer to?

Is the name “Julia” something related to Julia establishes in mathematics?

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Not. See this post on the mailing list:

Stephen J. Johnson
Alan Edelman told me specifically that he was not named after the fractal, and in fact, that "Julia" does not refer to anything at all. Apparently, this just appeared in a casual conversation many years ago when someone suggested that “Julia” would be a good name for a programming language.

and quora :

Jeff Besancon's friend suggested this, and they simply agreed with the name.

This quora entry also mentions that it was again pointed out by Jeff and Stefan in a video that I think is this one (although there is no transcript, I also recall the same thing).

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