Perhaps go to a book where examples are given in a specific language, rather than in pseudo-code. for example, Algorithms in C ++ from Sedgewick is a great book if you know C ++. Many of the older books tend to use Pascal as pseudo-code, where Pascal is not as common as it once was.
Being able to run code under the debugger, once-view variables change, is also a big help in understanding how the algorithm works.
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