Algorithms

by Nikolai V. Shokhirev

ABC tutorials

Hidden Markov Models

• Forward Algorithm
• Backward Algorithm
• Viterbi Algorithm
• Posterior decoding
• Baum-Welch algorithm

TEA Encryption algorithm

• TEA Encryption algorithm

Artificial Neural Networks

• Feed-Forward Networks
• Back propagation

uFMM - Pascal translation of FORTRAN procedures from the classic textbook by Forsythe-Malcolm-Moler  (Extraction from PasMatLib). 

• Solution of linear system, a*x = b
• Decomposes a matrix by Gaussian elimination
• Cubic spline routines
• Quanc8 - automatic adaptive integration routine
• RKF45 - integrate a system of ODE by the Fehlberg fourth-fifth order Runge-Kutta method
• Routines for finding zeroes and minima.
• SVD - Singular Value Decomposition

The source can be downloaded here; Delphi3+

Some other algorithms are included in PasMatLib and CppMAtLib libraries.

• Signal processing, Spectral analysis, FFT 
• 13 Dimensional Low Discrepancy Sobol Sequences
• Pseudo-random number generator
• Levenberg-Marquardt fit and optimization
• Linear algebra
• (More needs to be prepared for publication)

Check also Genetic Algorithm here.

ABC tutorials

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ŠNikolai V. Shokhirev, 2004-2007