After finishing my “Markov Chain” class, the algorithm Markov Chain Monte Carlo(MCMC) left me an impression. I don’t think I have known it very well. Googling it, and found that it’s the top algorithm in “Greatest 10 Algorithms in 20th Century”. Top, not “one of …”.
Ausgezeichnet, oder?
Top 10 Algorithms
The 10 Algorithms with the Greatest Influence on the Development and Practice of Science and Engineering in the 20th Century:
- Computing in Science & Engineering
- Metropolis Algorithm for Monte Carlo
- Simplex Method for Linear Programming
- Krylov Subspace Iteration Methods
- The Decompositional Approach to Matrix Computations
- The Fortran Optimizing Compiler
- QR Algorithm for Computing Eigenvalues
- Quicksort Algorithm for Sorting
- Fast Fourier Transform
- Integer Relation Detection
- Fast Multipole Method
Also, at Stanford, new course: The Top Ten Algorithms of the Century, Math 224/CS 339
My Markov Chain class link. Kevin Atteson was an inspirational mathematician whom from my perspective was extremely good at what he’s teaching. He would also sometimes refer to Renaissance Technologies, a company run by Simons, to whom I adored.
(MC class syllabus may come later, but not necessarily)