There's quite a few C/C++ libraries for those things, right? Integrating them with proper FFI (of the kind that Chez has, for example - or LuaJIT, for that matt

There's quite a few C/C++ libraries for those things, right? Integrating them with proper FFI (of the kind that Chez has, for example - or LuaJIT, for that matter) seems hardly difficult...although differential equations or optimization problems may be better served without any language interfaces whatsoever since they involve functional parameterization. That generally sucks with mixed-language solutions, to the extent that GSLShell, the LuaJIT interface to GSL, completely skipped the DE solvers in GSL and reimplemented them in Lua for higher performance. I imagine that 'fast' in case of Python really needs to be quoted the way you did.