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The website by Julius O Smith noted above is a goldmine for a lot of theoretically grounded but practical descriptions of many algorithms. Then, you have http://www.musicdsp.org which has a lot of code snippets, + the ML is frequented by some of the most gifted programmers in the area of music softwares.

I have noticed that papers by Jon Dattorro are now online: Jon Dattorro is the guy behind a lot of ensoniq and lexicon stuff, and he knows a lot about both practical and theoretical aspects (look for "Jon Dattorro aes" for his seris in the journal of AES).

For a simple and straightforward FFT implementation, I would recommend taking a look at the Kiss FFT source code. http://sourceforge.net/projects/kissfft/

Have you tried this site/book?

http://www.dspguide.com/

Here is a FFT for a GPU http://www.cs.berkeley.edu/~kubitron/courses/cs258-S08/proje...