rnn.cs

public class RNN
{
    private Matrix<double> _state;
    private Matrix<double> _inputWeights;
    private Matrix<double> _recurrentWeights;
    private Matrix<double> _outputWeights;

    public RNN(Matrix<double> initialInputWeights, Matrix<double> initialReccurentWeights, Matrix<double> initialOutputWeights)
    {
        _inputWeights = initialInputWeights;
        _recurrentWeights = initialReccurentWeights;
        _outputWeights = initialOutputWeights;
    }

    public Matrix<double> TimeStep(Matrix<double> input)
    {
        _state = Matrix<double>.Tanh(_state.Multiply(_recurrentWeights) + input.Multiply(_inputWeights));
        return _state.Multiply(_outputWeights);
    }
}