Py_Initialize(); undefined reference...

[Markus Heller]

Dear Gurus,

I want to embed python into C++ and I have followed the documentation as
given here:
http://docs.python.org/api/
I have stated an include to "Python.h" and now I want to initialize the
Python framework. My compiler though says that the call to the function
Py_Initialize() is an undefined reference. 

My question to you: How can I change it so that the compiler sees that the
function call is defined?

Thanks in advance,
Markus