If the aforementioned suggestion helps, then it may be possible to improve performance a bit more by adding even more polygons: You might break your polygons into rectangles, left triangles and right triangles, where a rectangle is 'definitely inside' a polygon, and the triangles are pasted to the left and right side of your set of rectangles to build the polygons you desire.
With the rectangles, you can avoid the subroutine call altogether. If your select statement returns one, you have the answer "Yep, it's in polygon A". If it's a triangle, then you only have one edge to check. (For a left triangle, your point is inside the polygon of $x is to the right of the edge; and for a right triangle, your point is inside if $x is to the left of the edge.)
By chewing on the problem, I'm certain you'll come up with a few other things to try...
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