If you have to compile code that uses Fourier Transforms you may wish to use the FFTW library which the authors describe thusly:
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.”
This post has some tips on compiling this code and the associated R package ‘fftw’. read more …