4 files changed, 220 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];
+}
diff --git a/src/lib/include/neuralnet/neuralnet.h b/src/lib/include/neuralnet/neuralnet.h
new file mode 100644
index 0000000..1cf1c53
--- /dev/null
+++ b/src/lib/include/neuralnet/neuralnet.h
@@ -0,0 +1,64 @@
+#pragma once
+
+#include <neuralnet/types.h>
+
+typedef struct nnMatrix nnMatrix;
+
+typedef struct nnNeuralNetwork nnNeuralNetwork;
+typedef struct nnQueryObject nnQueryObject;
+
+/// Neuron activation.
+typedef enum nnActivation {
+  nnIdentity,
+  nnSigmoid,
+  nnRelu,
+} nnActivation;
+
+/// Create a network.
+nnNeuralNetwork* nnMakeNet(int num_layers, const int* layer_sizes, const nnActivation* activations);
+
+/// Delete the network and free its internal memory.
+void nnDeleteNet(nnNeuralNetwork**);
+
+/// Set the network's weights.
+void nnSetWeights(nnNeuralNetwork*, const R* weights);
+
+/// Set the network's biases.
+void nnSetBiases(nnNeuralNetwork*, const R* biases);
+
+/// Query the network.
+///
+/// |input| is a matrix of inputs, one row per input and as many columns as the
+/// input's dimension.
+///
+/// The query object's output matrix (see nnQueryOutputs()) is a matrix of
+/// outputs, one row per output and as many columns as the output's dimension.
+void nnQuery(const nnNeuralNetwork*, nnQueryObject*, const nnMatrix* input);
+
+/// Query the network, array version.
+void nnQueryArray(const nnNeuralNetwork*, nnQueryObject*, const R* input, R* output);
+
+/// Create a query object.
+///
+/// The query object holds all the internal memory required to query a network.
+/// Query objects allocate all memory up front so that network queries can run
+/// without additional memory allocation.
+nnQueryObject* nnMakeQueryObject(const nnNeuralNetwork*, int num_inputs);
+
+/// Delete the query object and free its internal memory.
+void nnDeleteQueryObject(nnQueryObject**);
+
+/// Return the outputs of the query.
+const nnMatrix* nnNetOutputs(const nnQueryObject*);
+
+/// Return the network's input size.
+int nnNetInputSize(const nnNeuralNetwork*);
+
+/// Return the network's output size.
+int nnNetOutputSize(const nnNeuralNetwork*);
+
+/// Return the layer's input size.
+int nnLayerInputSize(const nnMatrix* weights);
+
+/// Return the layer's output size.
+int nnLayerOutputSize(const nnMatrix* weights);
diff --git a/src/lib/include/neuralnet/train.h b/src/lib/include/neuralnet/train.h
new file mode 100644
index 0000000..79f8e7b
--- /dev/null
+++ b/src/lib/include/neuralnet/train.h
@@ -0,0 +1,42 @@
+#pragma once
+
+#include <neuralnet/neuralnet.h>
+
+#include <stdbool.h>
+#include <stdint.h>
+
+typedef struct nnMatrix nnMatrix;
+
+/// Weight initialization strategy.
+///
+/// Note that regardless of strategy, a layer's weights are scaled by the
+/// layer's size. This is to avoid saturation when, e.g., using a sigmoid
+/// activation with many inputs. Thus, a (0,1) initialization is really
+/// (0,scale), for example.
+typedef enum nnWeightInitStrategy {
+  nnWeightInit01,      // (0,1) range.
+  nnWeightInit11,      // (-1,+1) range.
+  nnWeightInitNormal,  // Normal distribution.
+} nnWeightInitStrategy;
+
+/// Network training parameters.
+typedef struct nnTrainingParams {
+  R learning_rate;
+  int max_iterations;
+  uint64_t seed;
+  nnWeightInitStrategy weight_init;
+  bool debug;
+} nnTrainingParams;
+
+/// Train the network.
+///
+/// |inputs| is a matrix of inputs, one row per input and as many columns as
+/// the input's dimension.
+///
+/// |targets| is a matrix of targets, one row per target and as many columns as
+/// the target's dimension.
+void nnTrain(
+  nnNeuralNetwork*,
+  const nnMatrix* inputs,
+  const nnMatrix* targets,
+  const nnTrainingParams*);
diff --git a/src/lib/include/neuralnet/types.h b/src/lib/include/neuralnet/types.h
new file mode 100644
index 0000000..e8d3942
--- /dev/null
+++ b/src/lib/include/neuralnet/types.h
@@ -0,0 +1,3 @@
+#pragma once
+
+typedef double R;