Oct function or pure C++ as a header?

[babelproofreader]

I am planning on writing a fairly complex neural net training program as a
.oct function which will necessitate calling other specially written
functions. These specially written functions in and of themselves are quite
simple and could easily be written in pure C++ code header files and then
included in the main .oct program. My question is this: what are the
advantages/disadvantages of doing this as opposed to writing these smaller
functions as separate .oct functions? 



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