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FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data (as well as of even/odd data, i.e. the discrete cosine/sine transforms or DCT/DST). 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, and is even competitive with vendor-tuned codes. In contrast to vendor-tuned codes, however, FFTW's performance is portable: the same program will perform well on most architectures without modification. Hence the name, "FFTW," which stands for the somewhat whimsical title of "Fastest Fourier Transform in the West."
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