Thank for your help.

I have try to follow your suggestion but I seem to fail.

Now my C-module (call it C_Core) code is:

***********************************************
/* create_list function */
int size=10000000;

output=(double *) calloc(size, sizeof(double));
py_output=PyList_New(0);
for(i=0; i<size; i++){
   tmp=PyFloat_FromDouble(output[i]);
   PyList_Append(py_output, tmp);
   Py_DECREF(tmp); // append adds a reference

 }

free(outout);

return py_output;
**********************************************

with del statement all memory is relased, but I have a malformed list.

In python shell:
# Call C function an create a list
alfa=C_Core.create_list()

# check the list
len(alfa)
10000000
# OK
alfa[1]
Segmentation fault


On the other size your last option with 
PyList_SET_ITEM(py_output, tmp)  statement 
is quick, but I have still memory problem.

Any idea?

Thank a lot
marco
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