[SciPy-Dev] Speeding up scipy.special.erf()?

[Will Adler]

I hope this is the right place to post this. A user on StackOverflow told me to <http://stackoverflow.com/questions/29170588/will-cython-speed-up-erf-calculations> report this.

I am trying to transition from MATLAB to Python. The majority of my computational time is spent calling erf on millions or billions of vectors. Unfortunately, it seems that scipy.special.erf() takes about 3 times as long as MATLAB’s erf().

Is there anything that can be done to speed up SciPy’s erf()?

Check for yourself if you wish:
MATLAB
r=rand(1,1e7)
tic;erf(r);toc % repeat this line a few times

Python
import numpy as np
import scipy.special as sps
r=np.random.rand(1e7)
%timeit sps.erf(r)

Thanks!

Will Adler
PhD Candidate
Ma Lab <http://www.cns.nyu.edu/malab/>
Center for Neural Science
New York University
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