Installing from Debian Repository
$ sudo aptitude install libfftw3-3 libfftw3-dev
The second package is only necessary for development.
Installing from Source
The version of FFTW I use here is 3.2.2. Follow this:
$ mkdir tmp
$ cd tmp
$ wget http://www.fftw.org/fftw-3.2.2.tar.gz
$ tar -xvzf fftw-3.2.2.tar.gz
$ cd fftw-3.2.2
$ ./configure --prefix=/usr/local/fftw-3.2.2 --enable-threads \
--enable-single F77=gfortran
$ make
$ sudo make install
$ sudo ln -s /usr/local/fftw-3.2.2 /usr/local/fftw
This will install FFTW under /usr/local/fftw-3.2.2, symlinked by /usr/local/fftw as well.
Note that the portion in red at the configure line should be modified accordingly. I use GFortran, hence the F77 option. One of the programs that I often ends up building need both double and single precision versions of FFTW, so I run ./configure ; make ; make install once with --enable-single and another without the --enable-single option. This will install both versions under the same lib directory.
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