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Overview
The Fastest Fourier Transform in the West (FFTW) is a software library for computing discrete Fourier transforms (DFTs) developed by Matteo Frigo and Steven G. Johnson at the Massachusetts Institute of Technology.FFTW is known as the fastest free software implementation of the fast Fourier transform (FFT) (upheld by regular benchmarks[4]). Like many other implementations, it can compute transforms of real and complex-valued arrays of arbitrary size and dimension in O(n log n) time.
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