I'm interested in teaching myself different data structures, something I currently know very little about. My plan is to implement a few key structures so I understand how they work. I'm looking for suggestions on important data structures to start with.
I'm primarily interested in data structures that are relevant to search applications (e.g. Google / Lucene) and the general trade-off between delayed computation and precomputation. I'm also interested in distributed data structures -- data structures that can scale across hundreds / thousands of servers -- and probabilistic data structures -- data structures that help finding an approximate answer but do not need to always be correct.
Wikipedia has a list of data structures. I am currently considering:
Are there better choices?
Finally, is there any (major) problem with implementing these structures in a language like F#?
Very ambitious. I voted your question up just for its scope.
MIT has an on-line algorithms and data structures course. The companion book is a classic. I'm not sure if it addresses the distributed and probabilistic features, but they'll give you an excellent grounding in the fundamentals.
I'd add red-black tree, hash tables, patricia trie, and skip lists to your agenda.
Good luck.
If you are going to tackle this sort of thing with a functional language you should have a look at Purely Functional Data Structures by Chris Okasaki. Basic lesson is: the data structures you are familiar with for imperative programming may not be the best choices for functional programming. I expect there's a lot of similar material to be Googled for.
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