About FFTW3

1. CMake do not providde a builtin find module
   ref: https://cmake.org/cmake/help/latest/manual/cmake-modules.7.html

2. FFTW provide a CMake based build
   ref: https://github.com/FFTW/fftw3/blob/master/CMakeLists.txt

3. Unfortunately, Homebrew formulae use the autotool build system
   ref: https://github.com/Homebrew/homebrew-core/blob/dda17fba84547fddbcb4206679794de4b0852071/Formula/f/fftw.rb
   ref: https://formulae.brew.sh/formula/fftw#default

So you have to rely on providing your own find module...