Thanks for everybody's feedback. I have taken it in account and wrote
some clean code rather than the original hack. The pull request 
https://github.com/scikit-learn/scikit-learn/pull/398
should be self-explained. In particular the hacks used should now be
comprehensible. Could people review? I'd be interested in an evaluation
of the speed gain (I estimate it at roughly 4X).

G

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