REQ: data structure k-NN matching

[Stuart Reynolds]

Does anyone know of an efficient datastructure that supports
k-nearest-neighbour matching in high-dimensional spaces? It neads to be
fairly fast (i.e. ideally written in C/C++). I've written my own in
Python and its way too slow for what I need. If there's one already in
C/C++, I'd be happy to try to write some Python bindings.

I need it for some AI (reinforcement learning) research.

Cheers,

Stuart