FFTW is a C library for Discrete Fourier Transforms. The following instructions allow you to install the library on Mac OS X Mavericks. All commands are run from Terminal.
First of all ensure the xCode Command Line Tools are installed:
xcode-select --install
Download the fftw source and change to its directory.
Configure, make and install the library (no need to use sudo). In this example we enable both floating point and threads.
./configure --enable-float --enable-threads
(If this gives an error that the 'compiler cannot create executables' you will likely need to accept Apple's terms and conditions for xCode)
make
make install