March 21, 2015
9:49 a.m.
Am 21.03.2015 um 05:13 schrieb Travis Oliphant <travis@continuum.io>:
I have not tested this, but I suspect that the MATLAB routine is using the erf implementation from the Intel Math Kernel Libraries (MKL).
There is a function in MKL called vdErf that takes a vector of doubles and is likely tuned to the hardware. This could be linked to NumPy with similar speed benefits.
-Travis
The uvml module https://github.com/geggo/uvml <https://github.com/geggo/uvml> exposes the fast MKL/VML erf implementation to numpy. Unfortunately, no binaries available. Gregor