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.
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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:

Eric Finn
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Jason Enochs
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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

jasonm76
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