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FFTW

ASIF__MOHAMMAD
Beginner
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Menger__Bill
Beginner
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Here is my script for building fftw3 latest.  You will want to modify it to suit your needs.

McCalpinJohn
Black Belt
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If you have the Intel C compiler, you also have MKL, which supports FFTW3 interfaces.  https://software.intel.com/en-us/mkl-developer-reference-c-fftw3-interface-to-intel-math-kernel-libr...

MKL and FFTW3 have slightly different performance properties for the sizes that I have studied, but MKL has the substantial advantage of not requiring an extremely expensive "planning" step.    (Planning is not particularly expensive for small FFTs (e.g., 2^10), but for large FFTs (e.g., 2^20) using multiple threads, I often see planning times of hours.)

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