The Fastest Fourier Transform in the West is a C subroutine library
for computing the Discrete Fourier Transform (DFT) in one or more
dimensions, of both real and complex data, and of arbitrary input
size. It is becoming the FFT library of choice for most
applications. Benchmarks, performed on a variety of platforms, show
that FFTW's performance is typically superior to that of other
publicly available FFT software.