Take the 2-minute tour ×  my problem "should" be simple but I am
still not able to solve it.  I am currently working on a project
that requires some heavy computations (done in C++) and some
post-simulations data analysis (done in Python).  However, now I
am changing the main algorithm and I will need to "cycle" some
computations back and forth from C++ and Python. That is, I will
need to move back and forth from C++ and Python a matrix of
doubles.  In C++ the matrix of data is a "gsl_matrix" object
while in python the same matrix is implemented as a "numpy
array".  At the moment, I am running my C++ code, saving the
matrix to file, reading it from python, writing it back to file
and then opening it back again in C++ for further computations.
Since this is VERY inefficient, I would like to ask if somebody
can give me an example on how to do it in a "clean" way.  I have
been reading (and trying for 10 days) SWIG, Cython, Boost.Python
and Boost.Numpy but I'm still not able to crack it.  Does anyone
have a work