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(fftw.info)Using Multi-threaded FFTW in a Multi-threaded Program

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Using Multi-threaded FFTW in a Multi-threaded Program
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   It is perfectly possible to use the multi-threaded FFTW routines
from a multi-threaded program (e.g. have multiple threads computing
multi-threaded transforms simultaneously).  If you have the processors,
more power to you!  However, the same restrictions apply as for the
uniprocessor FFTW routines (Note: Thread safety.).  In particular, you
should recall that you may not create or destroy plans in parallel.