This section is about using compiled code in Sage. However, since Sage is built on top of Python most of this is valid for Python in general. The exception is that these notes assume you are using Sage’s interface to f2py which makes it more convenient to work with f2py interactively. You should look at the f2py website for information on using the command line f2py tool. The ctypes and weave example will work in any recent Python install (weave is not part of Python so you will have to install it separately). If you are using Sage then weave, ctypes, and f2py are all there already.
Firstly why would we want to write compiled code? Obviously, because its fast, far faster than interpreted Python code. Sage has very powerful facilities that allow one to interactively call compiled code written in C or Fortran. In fact there 2-4 ways to do this depending on exactly what you want to accomplish. One way is to use Cython. Cython is a language that is a hybrid of C and Python based on Pyrex. It has the ability to call external shared object libraries and is very useful for writing Python extension modules. Cython/Pyrex is covered in detail elsewhere in the Sage documentation.
Suppose that you really want to just write Python code, but there is some particularly time intensive piece of your code that you would like to either write in C/Fortran or simply call an external shared library to accomplish. In this case you have three options with varying strengths and weaknesses.
Note that before you try to use compiled code to speed up your bottleneck make sure there isn’t an easier way. In particular, first try to vectorize, that is express your algorithm as arithmetic on vectors or numpy arrays. These arithmetic operations are done directly in C so will be very fast. If your problem does not lend itself to being expressed in a vectorized form them read on.
Before we start let us note that this is in no way a complete introduction to any of the programs we discuss. This is more meant to orient you to what is possible and what the different options will feel like.