Providing a convenient interface to fast Fourier transform (FFT).
Although the FFT algorithm can be implemented in less than 50 lines,
the highly optimized version of FFT may have more than 100 000 lines
of code and a rather complicated interface. The optimized routines
usually runs one order of magnitude faster, so using them brings
tangible benefits.
The following FFT routines are implemented:
- complex forward and backward FFT, 1D and 2D;
- real to complex forward 1D FFT;
- complex to real backward 1D FFT.
Program for automatic generation so-called plan for FFT optimization
is implemented.