Correlated random noise generator

It is a C++ library that implements a Fourier Filtering Method (FFM) to generate Gaussian random noise with any correlation with the only requirement of isotropy in both one and two dimensions. Unlike previous FFM that are only suitable to generate disorders whose correlation Fourier Transform (FT) has an analytical expression, it should be enlightened that the present method works with any isotropic and finite correlation, even its analytic FT does not exist.