C++ Hermite polynomial implementation

Question

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.

Answer 1

If you don't mind using Boost, there is a Hermite polynomial implementation in boost/math/special_functions/hermite.hpp

Check out the docs here: http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/sf_poly/hermite.html

Answer 2

The Boost libraries have a ready made set of functions for Hermite Polynomials.

#include <boost/math/special_functions/hermite.hpp>

I've never used this boost header but you can start reading about it here:

http://www.boost.org/doc/libs/1_36_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/sf_poly/hermite.html