[SciPy-User] Cubic splines - MATLAB vs Scipy.interpolate

[Jaidev Deshpande]

Hi

*The big question*: Why does the MATLAB function spline operate faster than
the cubic spline alternatives in Scipy, especially splrep and splev ?

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*The context*: I'm working on an algorithm that bottlenecks on spline
interpolation.

Some functions in Scipy return an interpolation *object function *depending
on the input data which needs to be evaluated independently over the whole
range.

So I used 'lower order' functions like splrep and splev. Even that was too
slow.

Then I tried to write my own code for cubic splines, generating and solving
a system of 4N simultaneous equations for interpolation between N+1 points.

No matter what I do, the code is quite slow. How come the MATLAB function
spline operate so fast? What am I missing? What can I do to speed it up?

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Thanks
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