Minimal example of cython usage of prange and associated setup.py setup

omp_testing.pyx

from cython.parallel import prange

def c_array_f_multi(double[:] X):

    cdef int N = X.shape[0]
    cdef double[:] Y = np.zeros(N)
    cdef int i

    for i in prange(N, nogil=True):
        if X[i] > 0.5:
            Y[i] = c_exp(X[i])
        else:
            Y[i] = 0

    return Y

setup.py

import os
from distutils.core import setup
from distutils.extension import Extension
from Cython.Distutils import build_ext

# This next line is my attempt to force Cython to compile with gcc5
os.environ["CC"] = "g++-5"

ext_modules=[
    Extension("omp_testing",
              ["omp_testing.pyx"],
              libraries=["m"],
              extra_compile_args=["-O3", "-ffast-math", "-march=native", "-fopenmp" ],
              extra_link_args=['-fopenmp']
              )
]

setup(
  name="omp_testing",
  cmdclass={"build_ext": build_ext},
  ext_modules=ext_modules
)
# compile instructions:
# python setup.py build_ext --inplace