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Add support for multi-threaded plan execution #127

@SallySoul

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@SallySoul

Possible dupe of #126

Before I dive in, I want say I'm interested in opening a PR for this. I was hoping to hear if anyone had looked into this before, or you had any feedback.

For reference, the FFTW3-multithreaded docs are here

My initial thoughts on what needs to happen:

  • This should be an opt in feature that doesn't change the default behavior of the fftw crate.
  • Add a new crate feature to fftw-src that builds fftw3 with thread support, and links library
    • Could add feature for OpenMP support too, but thats not a priority for me at the moment.
    • Unclear how this would work on windows, also not a priority for me, but I do have a windows machine I can experiment on.
  • Add a new crate feature to fftw-sys that would export fftw_init_threads and fftw_plan_with_nthreads
  • Add a new create feature to fftw that when enabled adds new planner constructors that accept a "# of threads" parameter
    • The old constructors can be assumed to use 1 thread
    • fftw_init_threads would also need a counterpart somewhere.

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