Adding DP-Means

Adding DP-Means clustering algorithm as detailed in "Revisiting k-means: New Algorithms via Bayesian Nonparametrics" by Brian Kulis & Michael Jordan. DP-means is a clustering algorithm in which the number of clusters is not specified but arises naturally.
This seems like you're going to allocate a lot of memory to perform this computation. Is this code faster than the DP-means code we used to have?