fxt is a library package (coming as C++ source code) containing various
algorithms for:
   - Fast Fourier Transform (FFT) incl. real-vlued,
   - multidimensional and weighted variants.
   - Fast Hartley Transform (FHT)
   - Number Theoretic Transform (NTT), Fast Walsh Transform.
   - Convolution (cyclic, linear and weighted),
   - correlation and power spectrum.
   - Fast Haar Transform, Fast Wavelet Transform
   - Mass storage convolution and fast multiplication routines.
   - Sine- and cosine transform (DCT, DST), Fast Z-Transform (FZT)

WWW: http://www.jjj.de/fxt/