I have learned Neural Network (Digit Recognition) when I was in Graduate school. Here is a demo program which I made. I used the Back Propagation Algorithm and MFC. If you prefer to try this program, you can get it on the Internet.

Reference : Pattern Recognition with Neural Networks in C++, Abhijit S. Pandya, Robert B. Macy, IEEE PRESS, 1996.

You can try the demo program and get source code.

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Neural Demo & Source Code
Neural Network(Digit Recognition).
2000. 1st Semaster.
Neural Network

Neural Network