Implement Fast Fourier Transform CUDA kernel

[Red-Portal]

Implement Fast Fourier Transform CUDA kernel or add cuFFT into the library.

preliminaries

• Implement complex type matrix/vector

[Red-Portal]

@mujjingun do you consider this issue solved?

[mujjingun]

Not yet, there still is some work to be done, namely implementing padded (upsampling) ffts and 2d/3d ffts.

[Red-Portal]

@mujjingun ok

[Red-Portal]

@mujjingun cuFFT have some serious 'warming up' issues. On multi-GPU servers constructing even takes 1000ms or so. I think implementing our own parallel FFT with upsampling built in, is a considerable option

[mujjingun]

@Red-Portal Implementing our own FFT would be great. But considering the advanced features that CuFFT offers, such as operating on non-power-of-two size FFTs, which could be a challenge for us to implement, I think it would be better to somehow work around that problem by caching and such.