I Love C, C#, but often write > 50% of application code in SQL, because it is the fastest way to manipulate data, period. If the data can be calculated within the database using SQL, rather than having to retrieve it, you have a magnitude less of network I/O, which is typically a large bottleneck for an application.

'If' you are going to persist your Neural Net state in the database with every calculation, using SQL might be the fastest NeuralNet implementation, due to minimal network I/O. Not saying that is the best approach, just saying it should be considered.