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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
I have just released v1.0 of fftwpp (https://github.com/sbrisard/fftwpp), which is a thin C++ wrapper around the C library FFTW.
As the other commenter suggested take a look at mpl
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