No, Windows Phone does not support C ++ - there is a chance that WP8 will support it, but I do not think it has been officially announced. You have several options, none of them are perfect!
MonoTouch / MonoDroid
You can use Mono to write your application in C # for iOS and Android and using the usual C # frameworks for Windows Phone. This means that you will need to use Mono for your entire application, and not just for this algorithm.
Javascript
You can write your algorithm in JavaScript and then run it as part of a suitable browser control on each platform. Ugly but viable!
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