FFTW is a free collection of fast C routines for computing the Discrete Fourier Transform in one or more dimensions. It includes complex, real, and parallel transforms, and can handle arbitrary array sizes efficiently. FFTW is typically faster than other publicly-available FFT implementations, and is even competitive with vendor-tuned libraries. (See our web page for extensive benchmarks.) To achieve this performance, FFTW uses novel code-generation and runtime self-optimization techniques (along with many other tricks).
WWW: http://www.fftw.org/
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