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FFTW is a free collection of fast C routines for computing the
Discrete Fourier Transform in one or more dimensions.  It includes
complex, real, symmetric, and parallel transforms, and can handle
arbitrary array sizes efficiently.  FFTW is typically faster than
other publically-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).