pip install pyfft
Before that, to make sure fftw installed
You have to download basic FFTW package from here and build this 3 times as follows:
$ cd ~/bin/fftw-3.3.xor other directory you chose to unpack archive,
$ ./configure --enable-threads --enable-shared
$ make
$ sudo make install
$ ./configure --enable-threads --enable-shared --enable-float
$ make
$ sudo make install
$ ./configure --enable-threads --enable-shared --enable-long-double
$ make
$ sudo make install