To compile FFTW for MP5 make following steps:
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1. Download source tarball from http://www.fftw.org
2. Extract files from the archive to a separate directory (let's call it F)
3. In directory F, run (in a terminal)

./configure --with-our-malloc --enable-static --disable-shared \
	--disable-threads --enable-sse2
make

4. Now you can go for a coffee :-]
5. When compilation finishes, among the new files in the directory F
should be a file named "libfftw3.a" or similarly. If it is not in the main
directory, it should be in a hidden subdirectory ".libs".
6. Move this file to a separate, empty directory. Remember its full path
(e.g. /home/john/newdir/libfftw3.a) - let's call it A.

To compile MP5 with your custom FFTW binary make following steps:
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1. In the directory to which this file belongs, run following commands
in a terminal, replacing [A] with the full path to FFTW binary built
in the previous step:

./autogen.sh
./configure --with-fftw3=[A]
make

3. That's it! MP5 executable (mp5) should be present in this directory.
4. Have a fun with MP5.