FFTmt

This mex file implements vectorized FFTs on multiple threads. When a matrix is passed to FFTmt, it is divided in "numCPU" and each fraction of the problem is executed in a separate thread

Example: if numCPU = 2 and the matrix has 256x2^14 elements, 128 FFTs are performed in each thread, allowing the OS to distribute the load on 2 processors.

A single FFT will not be accelerated by this code.
The FFTw library already provides provision for that but the is not currently used by Matlab, see www.fftw.org for details.

The same FFT library than Matlab uses is employed so that we don't even have to link against the FFTw lib.

Developed with pthreads, so UNIX only, not for Windows,