Fast Fourier Transform library http://www.fftw.org/
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libfftw

FFTW 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. We believe that FFTW, which is free software, should become the FFT library of choice for most applications. Our benchmarks, performed on on a variety of platforms, show that FFTW's performance is typically superior to that of other publicly available FFT software.