I took a long hard look at the OCaml functional (well, mostly) language this weekend. One of the many interesting aspects of OCaml, is that, in addition to offering an interpreted environment, it comes with a REALLY good compiler. So, you can sit there prototyping your latest numerical trick and when you’re happy, you can compile the code to a blazingly fast native binary.
So, whilst reading up on all this, I remembered a question from the [Lush][2] (a lisp-like scientific languages that can also be compiled) [FAQ][3]: “How does Lush compare to Matlab/Octave for speed?”. So the author then shows that Lush is like 50 billion times faster than Octave. (Go look.)