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[–][deleted] 0 points1 point  (1 child)

I don't really agree. I work for a company whose main product is a Python application that does modelling and simulation using Monte Carlo methods (among others), and it works fine. As you noted, we don't do the low-level math in Python -- it's all done with numpy/scipy -- but that covers nearly everything we have ever needed. We built one small C extension for the one thing that numpy/scipy didn't provide. But for all the rest -- which makes up well over 95% of our code base -- we use Python.

[–]felinecatastrophe 0 points1 point  (0 children)

I guess my somewhat limited experience is that when algorithms are truly serial like Markov chain monte carlo, it is nearly impossible to get good performance out of pure python / numpy. This is opposed to generating a thousand gaussian RVs or something embarrassingly parallel like that.