Building for Windows and better options to consume finufft via CMake

[turbotage]

In the issue about wheels for Windows #441 I commented that it is possible to build finufft and cufinufft on Windows. I think that the CMake scripts should be improved, first so that we can build for Windows, and second so that one can import the finufft project via find_package / target_link_libraries and so on, that is, add better install steps to make finufft more consumable in other projects. Lastly, when the install part is done and support for building on Windows also is in place, I think it would be nice to add in the possibility to consume finufft/cufinufft via a package manager like vcpkg for instance.

I am on linux now so it is a while since I built finufft/cufinufft on windows, at least the base of what I did can still be seen in my fork here. If I'm not mistaken the largest difference is that static builds isn't working on Windows.

[DiamonDinoia]

Hi @turbotage,

Thanks for the suggestion I totally agree. I have no idea about vcpkg, if that is not too much work (small, easy to maintain support) we can consider it. Our preferred way is to consume finufft is via FetchContent, I will update docs.

I have no experience on packaging for windows. But I will have a look. At the moment I do not see any issue in building finufft on windows.

Cheers,
Marco