Fftw

FFTW, "The Fastest Fourier Transform in The West", is a C library which implements discrete Fourier Transforms

Gsl

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers.

Others

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You can have a look at this speed performance benchmark from fftw which suggests that gsl is about 3-4 times from question Is FFTW significantly better than GSL for real transform calculations? |