MATLAB/Octave is a pretty useful language for prototyping scientific computation use cases, however I would like to know if the sheer nature of being a high level language bottlenecks how fast the performance can get. (I'm not talking about writing optimal code like vectorization, but a general impact on CPU Time, like how C++ can be made faster than equivalent Python programs by really large magnitudes).
My use case involves running a lot of statistical computations (like Sample Entropy for a 1D temporal time series) and I don't have equivalent code ready in C right now to test my hypothesis.
As we may agree upon as a rule of thumb, lower level languages outperform higher level languages at the cost of code readability and learning curves, but I had also heard that MATLAB interfaces super fast Fortran libraries for many of its numeric computations so I'm unsure how to proceed without unnecessarily wasting my time.
