1 files changed, 111 insertions, 0 deletions

diff --git a/src/lib/include/neuralnet/matrix.h b/src/lib/include/neuralnet/matrix.h
new file mode 100644
index 0000000..9816b81
--- /dev/null
+++ b/src/lib/include/neuralnet/matrix.h
@@ -0,0 +1,111 @@
+#pragma once
+
+#include <neuralnet/types.h>
+
+#include <assert.h>
+
+/// NxM matrix.
+typedef struct nnMatrix {
+  int rows;
+  int cols;
+  R*  values;
+} nnMatrix;
+
+/// Construct a matrix.
+nnMatrix nnMatrixMake(int rows, int cols);
+
+/// Delete a matrix and free its internal memory.
+void nnMatrixDel(nnMatrix*);
+
+/// Move a matrix.
+///
+/// |in| is an empty matrix after the move.
+/// |out| is a matrix like |in| before the move.
+void nnMatrixMove(nnMatrix* in, nnMatrix* out);
+
+/// Deep-copy a matrix.
+void nnMatrixCopy(const nnMatrix* in, nnMatrix* out);
+
+/// Write the matrix values into an array in a row-major fashion.
+void nnMatrixToArray(const nnMatrix* in, R* out);
+
+/// Write the given row of a matrix into an array.
+void nnMatrixRowToArray(const nnMatrix* in, int row, R* out);
+
+/// Copy a column from a source to a target matrix.
+void nnMatrixCopyCol(const nnMatrix* in, nnMatrix* out, int col_in, int col_out);
+
+/// Mutable borrow of a matrix.
+nnMatrix nnMatrixBorrow(nnMatrix* in);
+
+/// Mutable borrow of a subrange of rows of a matrix.
+nnMatrix nnMatrixBorrowRows(nnMatrix* in, int row_start, int num_rows);
+
+/// Initialize the matrix from an array of values.
+///
+/// The array must hold values in a row-major fashion.
+void nnMatrixInit(nnMatrix*, const R* values);
+
+/// Initialize all matrix values to a given constant.
+void nnMatrixInitConstant(nnMatrix*, R value);
+
+/// Multiply two matrices.
+void nnMatrixMul(const nnMatrix* left, const nnMatrix* right, nnMatrix* out);
+
+/// Matrix multiply-add.
+///
+/// out = left + (right * scale)
+void nnMatrixMulAdd(const nnMatrix* left, const nnMatrix* right, R scale, nnMatrix* out);
+
+/// Matrix multiply-subtract.
+///
+/// out = left - (right * scale)
+void nnMatrixMulSub(const nnMatrix* left, const nnMatrix* right, R scale, nnMatrix* out);
+
+/// Hadamard product of two matrices.
+void nnMatrixMulPairs(const nnMatrix* left, const nnMatrix* right, nnMatrix* out);
+
+/// Add two matrices.
+void nnMatrixAdd(const nnMatrix* left, const nnMatrix* right, nnMatrix* out);
+
+/// Subtract two matrices.
+void nnMatrixSub(const nnMatrix* left, const nnMatrix* right, nnMatrix* out);
+
+/// Adds a row vector to all rows of the matrix.
+void nnMatrixAddRow(const nnMatrix* matrix, const nnMatrix* row, nnMatrix* out);
+
+/// Scale a matrix.
+void nnMatrixScale(nnMatrix*, R scale);
+
+/// Transpose a matrix.
+/// |in| must be different than |out|.
+void nnMatrixTranspose(const nnMatrix* in, nnMatrix* out);
+
+/// Threshold the values of a matrix using a greater-than operator.
+///
+/// out[x,y] = 1 if in[x,y] > threshold else 0
+void nnMatrixGt(const nnMatrix* in, R threshold, nnMatrix* out);
+
+/// Return the matrix value at the given row and column.
+static inline R nnMatrixAt(const nnMatrix* matrix, int row, int col) {
+  assert(matrix);
+  return matrix->values[row * matrix->cols + col];
+}
+
+/// Set the matrix value at the given row and column.
+static inline void nnMatrixSet(nnMatrix* matrix, int row, int col, R value) {
+  assert(matrix);
+  matrix->values[row * matrix->cols + col] = value;
+}
+
+/// Return a pointer to the given row in the matrix.
+static inline const R* nnMatrixRow(const nnMatrix* matrix, int row) {
+  assert(matrix);
+  return &matrix->values[row * matrix->cols];
+}
+
+/// Return a mutable pointer to the given row in the matrix.
+static inline R* nnMatrixRow_mut(nnMatrix* matrix, int row) {
+  assert(matrix);
+  return &matrix->values[row * matrix->cols];
+}