How to Install The Fftw3 Package of R in Ubuntu 12.04

Linux issue happens on Windows? fatal error: fftw3.h: No such file or directory

Even though this question is already a bit old:
By now (Feb 2020) there are precompiled packages available that work also under Windows:

Canny Edges - Package

and more general:

List of all available packages

I have tried installing them and (at least for me) it worked.

configure: WARNING: FFTW3F library not found. The slower FFTPACK library will be used instead

It looks like you have the double precision FFTW libraries (libfftw3) but not the single precision versions (libfftw3f). Build it again with:

./configure --enable-float --enable-sse && make install

(assuming we're talking x86 here).

This should then install the libfftw3f libraries next to the existing libfftw3 libs.

I can't find python package fftw3

Looks like the problem was with the package you were trying to pip. I had no errors with sudo pip install pyfftw3 then import fftw3

will@will-mint2 ~ $ sudo pip install pyfftw3
[sudo] password for will: 
Downloading/unpacking pyfftw3
  Downloading PyFFTW3-0.2.1.tar.gz
  ...
  Successfully installed pyfftw3
Cleaning up...
will@will-mint2 ~ $ python
Python 2.7.9 (default, Mar  1 2015, 12:57:24) 
[GCC 4.9.2] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import fftw3
>>> exit()

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