As Stefan wrote, all you are really doing with larger matrix tests is 
testing the speed of the different BLAS implementations being used by your 
distributions of Julia and NumPy.

As I wrote in the other thread

https://groups.google.com/d/msg/julia-users/Q96aPufg4S8/IBU9hW0xvWYJ

the Vandermonde matrix generation is significantly faster for me in Julia 
than in Python (numpy using reference BLAS).

Furthermore Vandermonde is not a good test with larger matrix sizes since 
you are basically testing the speed of multiplying things by infinity, 
which may not be representative of typical computations as it may incur 
overhead from handling overflows.

For n=10000 I get the following results:

Macbook Julia (Core(TM) i5-4258U)
+/-1 matrix: 1.22s
[1:n] matrix: 1.21s #mostly overflow
rand matrix: 2.95s #mostly underflow

Macbook NumPy
+/-1 matrix: 3.96s
[1:n] matrix: 5.04s #mostly overflow
rand matrix: 5.46s #mostly underflow

Linux Julia (Xeon(R) E7- 8850)
+/-1 matrix: 2.18s
[1:n] matrix: 1.89s #mostly overflow
rand matrix: 4.36s #mostly underflow

Linux NumPy
+/-1 matrix: 9.38s
[1:n] matrix: 10.64s #mostly overflow *
rand matrix: 32.30s #mostly underflow

* emits warnings:
/usr/lib/python2.7/dist-packages/numpy/lib/twodim_base.py:515: 
RuntimeWarning: overflow encountered in power
  X[:, i] = x**(N - i - 1)
/usr/lib/python2.7/dist-packages/numpy/lib/twodim_base.py:515: 
RuntimeWarning: invalid value encountered in power
  X[:, i] = x**(N - i - 1)

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