Fast Fourier Transformation using parallel processing coding for image processing
Well, you should have a look at FFTW as their implementation allows you to use more than one thread to perform the FFT. One thing that should note with this library is that multi-threading is not necessarly beneficial for all problems sizes as stated here. For a software application that I'm working on, for example, using multiple threads slows down things (the biggest FFT being on 4096 points).