Fast Fourier Transform Convolution in Rust

Hey everyone! A couple of days ago I watched 3blue1brown's latest video on convolution using FFT. I really wanted a fast way of calculating correlation matrices in rust for large datasets and realised this might be a cool thing to try and implement if it didn't exist. Turns out it doesn't exist (to the best of my knowledge) so I decided to make it!

fftconvolve uses rustfft and ndarray to perform FFT convolution and correlation on N-dimensional arrays. It was very fun working out how to make this generic (mostly). Hopefully people find it useful, it's a very simple repo but I'll publish it as a crate soon enough.

Thanks to 3b1b for inspiring me to try out side projects I'd never usually think of doing

Rhys