I think there are some algorithms that evaluate difference between drawn symbol and expected one, or something like that. Any help will be appreciated :))
You can implement a simple Neural Network to recognize handwritten digits. The simplest type to implement is a feed-forward network trained via backpropagation (it can be trained stochastically or in batch-mode). There are a few improvements that you can make to the backpropagation algorithm that will help your neural network learn faster (momentum, Silva and Almeida's algorithm, simulated annealing).
As far as looking at the difference between a real symbol and an expected image, one algorithm that I've seen used is the k-nearest-neighbor algorithm. Here is a paper that describes using the k-nearest-neighbor algorithm for character recognition (edit: I had the wrong link earlier. The link I've provided requires you to pay for the paper; I'm trying to find a free version of the paper).
If you were using a neural network to recognize your characters, the steps involved would be:
You can check out an example here (shameless plug) that tries to recognize handwritten digits. I trained the network using data from MNIST.
Expect to spend some time getting yourself up to speed on neural network concepts, if you decide to go this route. It took me at least 3-4 days of reading and writing code before I actually understood the concept. A good resource is heatonresearch.com. I recommend starting with trying to implement neural networks to simulate the AND, OR, and XOR boolean operations (using a threshold activation function). This should give you an idea of the basic concepts. When it actually comes down to training your network, you can try to train a neural network that recognizes the XOR boolean operator; it's a good place to start for an introduction to learning algorithms.
When it comes to building the neural network, you can use existing frameworks like Encog, but I found it to be far more satisfactory to build the network myself (you learn more that way I think). If you want to look at some source, you can check out a project that I have on github (shameless plug) that has some basic classes in Java that help you build and train simple neural-networks.
Good luck!
EDIT
I've found a few sources that use k-nearest-neighbors for digit and/or character recognition:
For resources on Neural Networks, I found the following links to be useful:
Addendum
If you have not implemented machine learning algorithms before you should really check out: www.ml-class.org
It's a free class taught by Andrew Ng, Director of the Stanford Machine Learning Centre. The course is an entirely online-taught course specifically on implementing a wide range of machine learning algorithms. It does not go too much into the theoretical intricacies of the algorithms but rather teaches you how to choose, implement, use the algorithms and how diagnose their performance. - It is unique in that your implementation of the algorithms is checked automatically! It's great for getting started in machine learning at you have instantaneous feedback.
The class also includes at least two exercises on recognising handwritten digits. (Programming Exercise 3: with multinomial classification and Programming Exercise 4: with feed-forward neural networks)
The class has started a while ago but it should still be possible to sign up. If not, a new run should start early next year. If you want to be able to check your implementations you need to sign up for the "Advanced Track".
One way to implement handwriting recognition
The answer to this question depends on a number of factors, including what kind of resource constraints you have (embedded platform) and whether you have a good library of correctly labelled symbols: i.e. different examples of a handwritten letter for which you know what letter they represent.
If you have a decent sized library, implementation of a quick and dirty standard machine learning algorithm is probably the way to go. You can use multinomial classifiers, neural networks or support vector machines.
I believe a support vector machine would be fastest to implement as there are excellent libraries out there who handle the machine learning portion of the code for you, e.g. libSVM. If you are familiar with using machine learning algorihms, this should take you less than 30 minutes to implement.
The basic procedure you would probably want to implement is as follows:
Learning what symbols "look like"
You should repeat 1-4 for each character you want to recognise to get an appropriate set of model parameters.
Note: steps 1-4 you only have to carry out once for your library (but once for each symbol you want to recognise). You can do this on your developer machine and only include the parameters in the code you ship / distribute.
If you want to recognise a symbol:
Each set of model parameters describes an algorithm which tests whether a character represents one specific character - or not. You "recognise" a character by testing all the models with the current symbol and then selecting the model that best fits the symbol you are testing.
This testing is done by again passing the model parameters and the symbol to test in unrolled form to the SVM library which will return the goodness-of-fit for the tested model.
Have you checked Detexify. I think it does pretty much what you want http://detexify.kirelabs.org/classify.html
It is open source, so you could take a look at how it is implemented. You can get the code from here (if I do not recall wrongly, it is in Haskell) https://github.com/kirel/detexify-hs-backend
In particular what you are looking for should be in Sim.hs
I hope it helps