Build FFTW supporting multi-thread

According to FFTW document:

Starting from FFTW-3.3.5, FFTW supports a new API to make the planner thread-safe:

void fftwmakeplannerthreadsafe(void);

This call installs a hook that wraps a lock around all planner calls.

To use fftw_make_planner_thread_safe() API, you need to add --enable-threads in configuration stage:

$ ./configure --enable-threads
$ make  
$ sudo make install

There will be two additional libraries (libfftw3_threads.a and libfftw3_threads.la) generated compared with no --enable-threads option:

$ cd /usr/local/lib/
$ ls -alt libfftw*
-rw-r--r-- 1 root root   44528 Jan 16 09:18 libfftw3_threads.a
-rwxr-xr-x 1 root root     946 Jan 16 09:18 libfftw3_threads.la
-rw-r--r-- 1 root root 2222828 Jan 16 09:18 libfftw3.a
-rwxr-xr-x 1 root root     886 Jan 16 09:18 libfftw3.la

BTW, although fftw_make_planner_thread_safe() API was introduced in FFTW-3.3.5, it didn’t really work until FFTW-3.3.6 who contains an important patch. Please refer the discussion and release note.

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