[SciPy-Dev] Overlap-add convolution implementation

[Eric Larson]

>
> A loop-based approach would be slower but would use less memory.
>

I would expect that a Python loop might be slower, but that a good Cython/C
implementation of the loop would end up being at least as fast. In the
memory-based reshaing approach, an implicit loop will be done under the
hood in C anyway (probably by NumPy in array ops / the FFT routines with an
axis arg).

But this is really a performance concern that we can deal with later. We
could start with the simpler reshape Python approach (with some basic
benchmarks in place) and then some follow-up PR could use Cython to reduce
the memory performance, showing it does not hurt (or maybe helps)
performance.

So I'd say it's worth getting an implementation PR going!

Eric
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