The following is a list of C++ classes that I have written and
am distributing by request to those that want them. This list is
changing frequently depending upon demand and my free time.
Calculates the first derivative of a single
parameter function by using Richardson Extrapolation.
This class is a C++ translation of an Ada package
in:
Ochs, T. 1991; Building Blocks: Now you see it, now you don't,
Computer Language, V.8 No. 5, May, pp. 97 -106
A general purpose Kalman filter class for optimal
estimation of a dynamical system. Updated 5 Sept 1997
with portability enhancements. Updated 27 Jan 2002
to simplify the model API.
A family of classes that allows the treatement of
iterative maps and ordinary differential equations in
a unified manner. The ordinary differential equations
are solved using the class Runge which is a C++ adaptation
of the code given in:
W.H. Press, B.P. Flannery, S.A. Teukolsky and W.T.
Vetterling, Numerical Recipes: The Art of Scientific
Computing, Cambridge Univ. Press, New York, 1986
These classes were the example classes described in
my recent Computer Language article:
The Evolution of a C++ programmer,
Computer Language, V. 9, No. 8, August 1992
A Monte Carlo function integrator and its supporting
random number generator. The random number generator
is a
quasi-random (as opposed to a pseudo-random) number
generator, this gives the integrator a 1/N convergence
rate (as opposed to 1/Sqrt(N) ). Can integrate functions
up to 52 dimensions (this limit is due to the
quasi random number generator).
A library of routines that use Markov Chains for the
estimation of:
A single element of the inverse of a matrix.
A given row of the inverse of a matrix.
The solution of x = A x + f ( Matrix A, vectors
x and f) for a given row.
Based upon ACM Algorithm #166
A Unix Shared Memory object base class. When this
class is inherited by other classes then the derived
class becomes a shared memory object that can be
accessed by multiple processes. These objects can be
persistant.
A general purpose
Simulated Annealing class, for
estimating optimum parameters of complicated functions
or systems. (includes the
R250 random number generator).