This program reads a matrix and computes the (cross) correlation function of all the columns.
Correlation uses GSL and FFTW.
http://www.fftw.org/fftw3_doc/One_002dDimensional-DFTs-of-Real-Data.html#One_002dDimensional-DFTs-of-Real-Data http://www.fftw.org/fftw3_doc/Complex-One_002dDimensional-DFTs.html#Complex-One_002dDimensional-DFTs