Re: [eigen] FFT for Eigen

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> I concur: I don't think that it would be very useful to have complex
> matrices with the real and imaginary parts stored separately. Most
> operations -- and the more costly ones -- would run slower in such a
> scheme. The basic issue here is memory locality.

What about storing them packet by packet? That is, in case of floats,
four real parts followed by four imaginary parts. That would not be
too hard to implement and vectorization of component-wise operations
would be trivial. And I think even FFTW can handle that using the guru
interface, by setting up a split fft plan with a stride of


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