How to start a digit recognition program using MNIST in c++ ??

I have been reading a lot about Machine learning, deep learning and all the possible algorithms out there. My only problem is I have no idea how to implement these.

My goal is to create a digit recognition program by implementing different algorithms and trying to optimize their performance. However being a beginner in c++ it has been a tough ride.

Could anyone of you be kind enough to point me to a step by step tutorial and what things I could do in order to know where to start. Programming and understanding program isn't hard for me, I have been programming in java and matlab so syntax isn't a big issue. I just need the first steps to start with my program and I haven't found anything online so far.

Thank you for the Help
Thanks a lot for the answer! looks exactly like what I've been looking for... I'll try it out and see if I get it. Do you have any other links to what I may also be needing ? (programming wise and practical implementation )

Thanks a million again
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