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.
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