Can anyone recommend a good numerical library providing a C++ implementation of Hermite polynomials? I am building them brute force, using iterative algorithms, but I would like some ready made alternatives which will probably work more quickly.
C++ Hermite polynomial implementation
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If you don't mind using Boost, there is a Hermite polynomial implementation in
boost/math/special_functions/hermite.hppCheck out the docs here: http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/sf_poly/hermite.html