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SciSharp / NumSharp

High Performance Computation for N-D Tensors in .NET, similar API to NumPy.
https://github.com/SciSharp
Apache License 2.0
1.38k stars 192 forks source link

Is there any computation speed comparision between NumSharp and numpy ? #431

Closed useric closed 4 years ago

useric commented 4 years ago

Is there any computation speed comparision between NumSharp and numpy ?

Nucs commented 4 years ago

Hey, unfortunately we do not have recorded benchmarks. During development I did do benchmarks and numpy always beat NumSharp by being at-least 50% faster in most of the cases. If you are targeting trading with it (time-critical computation) then I suggest you either try Numpy.NET or numpy on python.

There are multiple reasons to that. The most significant one is because numpy is written in a lowlevel language (C) and uses highly optimized C libraries to perform calculations.