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python - Cython: "fatal error: numpy/arrayobject.h: No such file or directory"

I'm trying to speed up the answer here using Cython. I try to compile the code (after doing the cygwinccompiler.py hack explained here), but get a fatal error: numpy/arrayobject.h: No such file or directory...compilation terminated error. Can anyone tell me if it's a problem with my code, or some esoteric subtlety with Cython?

Below is my code.

import numpy as np
import scipy as sp
cimport numpy as np
cimport cython

cdef inline np.ndarray[np.int, ndim=1] fbincount(np.ndarray[np.int_t, ndim=1] x):
    cdef int m = np.amax(x)+1
    cdef int n = x.size
    cdef unsigned int i
    cdef np.ndarray[np.int_t, ndim=1] c = np.zeros(m, dtype=np.int)

    for i in xrange(n):
        c[<unsigned int>x[i]] += 1

    return c

cdef packed struct Point:
    np.float64_t f0, f1

@cython.boundscheck(False)
def sparsemaker(np.ndarray[np.float_t, ndim=2] X not None,
                np.ndarray[np.float_t, ndim=2] Y not None,
                np.ndarray[np.float_t, ndim=2] Z not None):

    cdef np.ndarray[np.float64_t, ndim=1] counts, factor
    cdef np.ndarray[np.int_t, ndim=1] row, col, repeats
    cdef np.ndarray[Point] indices

    cdef int x_, y_

    _, row = np.unique(X, return_inverse=True); x_ = _.size
    _, col = np.unique(Y, return_inverse=True); y_ = _.size
    indices = np.rec.fromarrays([row,col])
    _, repeats = np.unique(indices, return_inverse=True)
    counts = 1. / fbincount(repeats)
    Z.flat *= counts.take(repeats)

    return sp.sparse.csr_matrix((Z.flat,(row,col)), shape=(x_, y_)).toarray()
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In your setup.py, the Extension should have the argument include_dirs=[numpy.get_include()].

Also, you are missing np.import_array() in your code.

--

Example setup.py:

from distutils.core import setup, Extension
from Cython.Build import cythonize
import numpy

setup(
    ext_modules=[
        Extension("my_module", ["my_module.c"],
                  include_dirs=[numpy.get_include()]),
    ],
)

# Or, if you use cythonize() to make the ext_modules list,
# include_dirs can be passed to setup()

setup(
    ext_modules=cythonize("my_module.pyx"),
    include_dirs=[numpy.get_include()]
)    

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