/cfftpack

C translation & wrapper of Fortran FFTPACK library with a few extras.

Primary LanguageCMIT LicenseMIT

cfftpack

C translation & wrapper of Fortran FFTPACK library with a few extras.

Having wrapped components of FFTPACK several times, both personally and professionally I finally decided to do a proper wrapper for the full thing, and open source it with a permissive license, so I could use it for both personal and commercial projects. If other people find it useful that is cool too.

Current status is BETA. Most things work except for stride modifications on some calcs.

Those with a quantitative finance background might find the test directory interesting. It contains some work from as yet unpublished papers of mine.