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

Gregor Thalhammer gregor.thalhammer at gmail.com
Sat Mar 21 05:49:21 EDT 2015


> Am 21.03.2015 um 05:13 schrieb Travis Oliphant <travis at 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
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