GSL - The GNU Scientific Library, a free numerical library for C programmers
A free numerical library for scientific computing under the GNU General Public license. The library covers the following subject areas: Special Functions, Vectors and Matrices, Permutations, Sorting, BLAS Support, Linear Algebra, Eigensystems, Fast Fourier Transforms, Quadrature, Random Numbers, Quasi-Random Sequences, Random Distributions, Statistics, Histograms, N-Tuples, Monte Carlo ...
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Fast Fourier Transforms