Dear friends, I plan to port a Monte Carlo engine from Matlab to Python. However, when I timed randn(N1, N2) in Python and compared it with Matlab's randn, Matlab came out as a clear winner with a speedup of 3-4 times. This was truly disappointing. I ran tthis test on a Win32 machine and without the Atlas library.
Why is there such a large difference in speed and how can I improve the speed of randn in Python! Any help with this matter is truly appreciated since I really would like to get away from Matlab and move over to Python instead. Yours Carl -- http://mail.python.org/mailman/listinfo/python-list
