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Implement high performance interface #7

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@egpbos

The simple numpy-style interface (#6) will by default hide some of FFTW's features, opting for simplicity and default settings for decent performance. We will also implement a high performance interface to access functions like

  • Choosing FFTW_MEASURE, FFTW_PATIENT, or FFTW_EXHAUSTIVE planner flags (instead of the default FFTW_ESTIMATE);
  • Reusing plans and wisdom;
  • Using fftw_malloc to guarantee optimal memory alignment;
  • FFTW_PRESERVE_INPUT vs FFTW_DESTROY_INPUT, the latter can sometimes be faster.

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