No speed gains from Cython

Question

I am trying to define a function that contains an inner loop for simulating an integral.

The problem is speed. Evaluating the function once can take up to 30 seconds on

Answer 1

Cython doesn't offer automatic performance gains, you have to know its internals and check the generated C code.

In particular if you want to improve loops performances, you have to avoid calling Python functions in them, which you happen to do a lot in this case (all the np. calls are Python calls, slicing, and probably other things).

See this page for general guidelines about performance optimization with Cython (the -a switch really is handy when optimizing) and this one for specificities when optimizing numpy code.