more complicated data types to/from sage from/to C functions

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The Sage library contains many C++ library interfaces, for example sage/libs/ppl.pyx. Basically, write your C++ class and a Cython class that holds an instance of the C++ class as thisptr. Then add Cython wrappers for the C++ methods. Now you have a C++ class that can be accessed from the Python command line...

For homogeneous arrays I would use STL vectors. There is an example for how to access STL vectors from Cython shipped with Sage, see sage/tests/stl_vector.pyx.

For more complicated data structures mixing all kinds of types just encapsulate it into a Cython class.