As of now the Spiesberger-Wahlberg 2002 localisation algorithm has been implemented using both NumPy and Eigen.
The Eigen code is being called using cppyy. The overall speedup
because of using Eigen through cppyy is around 2-5X (depends on Unix/Windows).
The average calculation time for a Numpy implementation is ~90ish micro seconds,
while for the same Eigen run it is ~20ish micro seconds.