how do you document simulation of algorithms ?

Write your code and use plenty of remarks.

C# can create an XML document file using certain remark notations. I am not sure if any C++ compilers have that capability? Darn, I hate to be oblivious!

you can use javadoc notations in any program file written in any computer language. Not sure what program reads them and creates the html file. I had to make javadoc comments in my programs about a month or so ago, but I did not have to create the html files.

There is a tool 'oxygen' which generates the document from your C++ code. Provided you have sufficient remarks in it

Yeah you are right. I'm sorry, it should be Doxygen and not oxygen.