Hi,
Issue found by Coverity Scan.

CID 210695 (#1 of 1): Uninitialized scalar variable (UNINIT)
file: fft.cpp
assign: Assigning: a = new double[4L * dn], which is allocated but not 
initialized.
uninit_use_in_call: Using uninitialized value *a when calling mgl_fft

Best,
Ranier
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