How to output numerical array (matrix) out as hdf5 format?

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I wish to use some other tools to further processing the data generated by sage. the output format should be in hdf5 format. However, it seems very hard to install h5py because it depends on HDF5.

so when i run

./sage --python setup.py build

to install h5py, it say

sh5py/api_compat.h:21:18: fatal error: hdf5.h: No such file or directory

so how do you handle hdf5 format in sage, or do you have anyideas to get around this problem (the dataset may be huge so output into txt file may not be practical.)