check an array for finite values

chkfinite.pyx

cimport numpy as np
import numpy as np
np.import_array()

def chkfinite_double(np.ndarray X):

    cdef int i, length
    cdef np.PyArrayObject val
    cdef np.flatiter iter

    length = np.PyArray_SIZE(X)
    iter = np.PyArray_IterNew(X)

    while np.PyArray_ITER_NOTDONE(iter):
        val = np.PyArray_GETITEM(X, np.PyArray_ITER_DATA(iter))
        if not npy_isfinite(val):
            raise ValueError('Array cannot contain Inf or NaN')
        np.PyArray_ITER_NEXT(iter)

    return True
        

test.py

import pyximport

pyximport.install()

import gistfile1.pyx