Java's math methods do not use the built-in instructions in the CPU, and that's why they are generally (much) slower than when you use equivalent functions in for example C or C++.
Sun decided not to use the built-in CPU instructions, because they favour platform independence and accuracy above speed. There might be slight differences (different rounding behaviour, for example) between the square root instructions of different brands of CPUs. If Java would have used those instructions, then the result could have been slightly different on different platforms - which means it would have been a point where Java would give up platform independence.
Alec Lee wrote:So how fast is Math.sqrt() compared to other normal api call?
That question is really impossible to answer, what do you mean with "other normal api call"? There are thousands of methods in the standard API and how long they take to execute varies wildly and depends a lot on what the call is supposed to do. It makes no sense to compare one specific method "api calls in general".