sorted() using generator expressions rather than lists

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The first thing sorted() does is to convert the data to a list. Basically the first line (after argument validation) of the implementation is

newlist = PySequence_List(seq);

See also the full source code version 2.7 and version 3.1.2.

Edit: As pointed out in the answer by aaronasterling, the variable newlist is, well, a new list. If the parameter is already a list, it is copied. So a generator expression really has the advantage of using less memory.

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