Cython is a Python library that lets you combine C and Python in various ways. There are two main use-cases:
Wrapping a C/C++ library in Python
Optimizing your Python code by statically compiling it to C
In this section, we will demonstrate the second use-case. You will find an example of the first use-case in the IPython Cookbook and at http://docs.cython.org/src/tutorial/index.html.
If you use Anaconda, you should already have Cython (you can always do conda install cython to check).
For Cython to work, you need a C compiler compatible with your version of Python. This is much easier on Unix systems. Here are the instructions given at http://docs.cython.org/src/quickstart/install.html:
On Linux, you can install the GNU C Compiler (gcc) via the OS package manager. On Ubuntu or Debian, for example, type
sudo apt-get install build-essential.On Mac OS X, you can install Apple's Xcode from http://developer.apple.com.
On...