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Low Level Non Allocating APIΒ #125

@RoyiAvital

Description

@RoyiAvital

It would be great to have non allocating variants of the FFT functions.

vA = rand(ComplexF64, 1000);
@allocated fft!(vA)

I get some allocations (Using FFTW.jl).
It would be great to have a low level API which has no allocations at all.
It might require an auxiliary function to generate the needed workspace.

It will be appreciated in the context of static binaries generated by Julia.

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