I am trying to write my own ML library. For speed reasons I started out writing things in C using BLAS, but then I learned that NumPy and Theano also use BLAS. I am wondering if there are huge speed differences between implementations of ML algorithms in C/Python/Matlab/Octave.

Does anybody have some experience or can provide some data for the comparison? If there is no really good reason to write in pure C, I would rather not.