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