Fast log-sum-exp function in Python
This code is about 2.5x faster than alternative scipy/numpy/cython/numexpr implementations. It's fast because of explicit use of SSE vectorized intrinsics.
See the example IPython notebook
$ python setup.py install
import sselogsumexp
x = np.random.randn(100)
sselogsumexp.logsumexp(x)