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

The error means that a numpy header file isn't being found during compilation.

Try doing export CFLAGS=-I/usr/lib/python2.7/site-packages/numpy/core/include/, and then compiling. This is a problem with a few different packages. There's a bug filed in ArchLinux for the same issue: https://bugs.archlinux.org/task/22326

For a one-file project like yours, another alternative is to use pyximport. You don't need to create a setup.py ... you don't need to even open a command line if you use IPython ... it's all very convenient. In your case, try running these commands in IPython or in a normal Python script:

import numpy
import pyximport
pyximport.install(setup_args={"script_args":["--compiler=mingw32"],
                              "include_dirs":numpy.get_include()},
                  reload_support=True)

import my_pyx_module

print my_pyx_module.some_function(...)
...

You may need to edit the compiler of course. This makes import and reload work the same for .pyx files as they work for .py files.

Source: http://wiki.cython.org/InstallingOnWindows

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()]
)