๐ Top Algorithms – Importance, Simple Uses, Origins
1. Metropolis Algorithm (for Monte Carlo Simulation)
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๐ง What it does: Randomly explores complex systems to simulate equilibrium states (like particle systems).
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๐ง Simple use: Simulating gas molecules bouncing in a box.
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๐ก How it started: Developed in 1953 at Los Alamos by Metropolis et al. for studying atomic particles in thermodynamics. Introduced a clever accept/reject rule to simulate thermal systems.
2. Simplex Method (Linear Programming)
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๐ง What it does: Finds the best solution under linear constraints (optimization).
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๐ง Simple use: Maximize profits given constraints (like factory output).
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๐ก How it started: George Dantzig (1947) realized that linear programs could be solved by walking along the edges of a geometric shape (a polytope) to its optimal vertex.
3. Krylov Subspace Iteration Methods
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๐ง What it does: Solves large linear systems or eigenvalue problems iteratively by building solutions from a subspace.
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๐ง Simple use: Simulating airflow in aerodynamics using sparse matrix systems.
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๐ก How it started: Based on Krylov’s idea (1931) of using matrix powers to generate a subspace that captures the essence of the problem, later refined into practical iterative methods like GMRES and Lanczos.
4. Matrix Decomposition Methods (LU, QR, SVD...)
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๐ง What it does: Breaks matrices into simpler pieces to solve systems efficiently and stably.
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๐ง Simple use: Solving systems like Ax = b, or data compression using SVD.
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๐ก How it started: Grew from numerical analysis research—divide complex matrix tasks into smaller, structured problems. Think of it as factoring numbers, but for matrices.
5. Fortran Optimizing Compiler
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๐ง What it does: Automatically optimizes code written in Fortran for faster performance.
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๐ง Simple use: Making scientific code for weather models or physics simulations run faster.
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๐ก How it started: Built by John Backus and IBM in the 1950s to make high-level language code run as fast as hand-written assembly. Marked a turning point in compiler design.
6. QR Algorithm (Eigenvalue Computation)
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๐ง What it does: Finds eigenvalues and eigenvectors of a matrix efficiently.
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๐ง Simple use: Computing natural frequencies in structures (engineering).
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๐ก How it started: Independently developed by Francis and Kublanovskaya (1961). It uses QR decomposition repeatedly to diagonalize a matrix.
7. Quicksort
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๐ง What it does: Sorts lists efficiently using divide-and-conquer.
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๐ง Simple use: Sorting customer records, numbers, or search results.
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๐ก How it started: Invented by Tony Hoare in 1960 after learning Russian and working on machine translation. He devised Quicksort as an elegant recursive way to sort without extra memory.
8. Fast Fourier Transform (FFT)
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๐ง What it does: Transforms data from time to frequency domain super fast.
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๐ง Simple use: Audio filtering, image compression (like JPEG).
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๐ก How it started: Cooley and Tukey (1965) revived an old idea from Gauss by noticing symmetries in the Discrete Fourier Transform that could speed it up dramatically.
9. Integer Relation Detection (PSLQ Algorithm)
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๐ง What it does: Detects if a real number is a combination of other real numbers with integer coefficients.
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๐ง Simple use: Discovering hidden mathematical constants or relationships (e.g., formulas involving ฯ or e).
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๐ก How it started: Developed by Ferguson and Bailey in the 1990s for experimental mathematics. It uses lattice-based methods to find integer combinations with very high precision.
10. Fast Multipole Method (FMM)
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๐ง What it does: Speeds up simulations of forces between many particles (e.g., gravity).
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๐ง Simple use: Simulating how stars in a galaxy move under mutual gravity.
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๐ก How it started: Greengard and Rokhlin (1987) realized that distant particle groups could be approximated, reducing complexity from O(n²) to O(n) or O(n log n) — a breakthrough for physics and N-body problems.
๐งพ Summary Table
| # | Algorithm | Core Use | Key Idea / Originator |
|---|---|---|---|
| 1 | Metropolis Algorithm | Simulate complex systems | Probabilistic sampling (Metropolis) |
| 2 | Simplex Method | Linear optimization | Walk along edges of a polytope |
| 3 | Krylov Subspace Methods | Large matrix systems | Iterative subspace solution |
| 4 | Matrix Decompositions | Linear algebra simplification | LU, QR, SVD breakdown |
| 5 | Fortran Compiler | Optimize scientific code | Auto code optimization (Backus) |
| 6 | QR Algorithm | Find eigenvalues | Iterative QR decomposition |
| 7 | Quicksort | Efficient sorting | Divide-and-conquer (Hoare) |
| 8 | Fast Fourier Transform | Frequency analysis | Recursive DFT (Cooley-Tukey) |
| 9 | Integer Relation Detection | Find math relationships | PSLQ algorithm |
| 10 | Fast Multipole Method | Particle simulation | Approximate distant effects |
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