C++ Classes List

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

Fredholm2nd, Volterra2nd (shell archive, or GNU Compressed tar)
Classes for solving linear Fredholm and Volterra equations of the second kind.

GTri ( Unix shell archive , or GNU Compressed tar)
Class for solving Tridiagonal systems of linear equations. Uses the Thomas algorithm. Can use Dirichlet, Neumann, or Mixed boundary conditions.

Kalman ( Unix compressed format tar, or GNU Compressed tar)
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.

KernelND, KernelNDAdaptive
Classes for making kernel estimates of a PDF in N dimensions. There is both a fixed and an adaptive form.

Model, Map, Ode, Runge
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

MonteIntegrator ( shar, tar) , Quasi ( shar, tar)
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).

MCInv ( shar, tar)
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

Seawater, SeaParse
A pair of classes for handling hydrographic data.

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.

SdeInt ( Unix compressed tar file,123K or other archive formats)
A Runge-Kutta like class for integrating systems of Stochastic Differential Equations. (includes the R250 random number generator).

A general purpose Simulated Annealing class, for estimating optimum parameters of complicated functions or systems. (includes the R250 random number generator).


Also of interest

Dr. Everett (Skip) F. Carter Jr.
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