Abstract: Fourier methods have revolutionized many fields of science and engineering, such as astronomy, medical imaging, seismology and spectroscopy, and the fast Fourier transform (FFT) is a computationally efficient method of generating a Fourier transform. The emerging class of high performance computing architectures, such as GPU, seeks to achieve much higher performance and efficiency by exposing a hierarchy of distinct memories to software. However, the complexity of GPU programming poses a significant challenge to developers. In this paper, we propose an automatic performance tuning framework for FFT on various OpenCL GPUs, and implement a high performance library named MPFFT based on this framework. For power-of-two length FFTs, our library substantially outperforms the clAmdFft library on AMD GPUs and achieves comparable performance as the CUFFT library on NVIDIA GPUs. Furthermore, our library also supports non-power-of-two size. For 3D non-power-of-two FFTs, our library delivers 1.5x to 28x faster than FFTW with 4 threads and 20.01x average speedup over CUFFT 4.0 on Tesla C2050.