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Implementation of Scientific Algorithms and Fun Exercises

Currently implemented:

  • Differential Equations

    • N-body simulation (planet trajectories)
    • Adaptive Runge Kutta (numerical DE solver)
    • Mice problem (every mouse follows another)

  • Linear Algebra

    • Cholesky decomposition
    • System of Linear Equation Solver (Gauss, LU, QR)

  • Machine Learning

    • Perceptron algorithm
    • Automatic differentiation
    • ResNet CIFAR10
    • SVMs and demonstration of kernel trick
    • Autoencoding MNIST

  • Optimization

    • Linear Programming (wip)

  • Statistics

    • Baysian inversion (Metropolis Hastings)
    • EM algorithm for Bernoulli and Gaussian mixtures
    • Gaussian processes
    • Linear regression
    • Logistic regression