Initial commit

run.py

+import scipy.integrate
+import test
+
+# Turn the Cython C function into a LowLevelCallable
+integrand = scipy.LowLevelCallable.from_cython(test,
+                                               'integrand')
+
+# 'integrand' here is A*x*x + b
+# - see test.pyx
+
+A = 0.0
+b = 0.0
+res = scipy.integrate.quad(integrand, 0, 4, args=(A, b))
+print('Should be 0: %g' % res[0])
+
+A = 0.0
+b = 1.0
+res = scipy.integrate.quad(integrand, 0, 4, args=(A, b))
+print('Should be 4: %g' % res[0])
+
+A = 1.0
+b = 0.0
+res = scipy.integrate.quad(integrand, 0, 4, args=(A, b))
+print('Should be 21.333...: %g' % res[0])

setup.py

+from distutils.core import setup, Extension
+from Cython.Build import cythonize
+import numpy
+
+setup(
+    ext_modules=cythonize(Extension("test",
+                                    sources=["test.pyx"],
+                                    include_dirs=['./']),
+                          annotate=True)
+)

test.pxd

+# This is sort of a header file
+
+# The 'int' is the number of arguments in the double (should be 3)
+# and the double array contains the x-coordinate followed by
+# your optional arguments, here we have just two.
+cdef double integrand(int, double[3])

test.pyx

+# The integrand here is A*x*x + b
+
+# NB: this has to be a cdef, not a cpdef or def, because these add
+# extra stuff to the argument list to help python. LowLevelCallable
+# does not like these things...
+
+# You can however increase the number of arguments (remember also to
+# update test.pxd)
+cdef double integrand(int n, double[3] args):
+
+     # x-coordinate
+     x = args[0]
+
+     # coefficients
+     A = args[1]
+
+     # coefficients
+     b = args[2]
+
+     return A*x*x + b
+