FHT
The FHT package: A Fast Hermite Transform on the uniform grid. FHT is a c program that computes a 1D or 2D Fast Hermite Transform. The algorithim used is a modifcation of the 1995 work Fast Discrete Polynomial Transforms with Applications to Data Analysis for distance transitive graphs by Driscoll, Healy, and Rockmore. The program was compiled under a windows enviroment using Dev C++ Version 4.9.9.2 and the GNU C compiler. I have not tested this under a Linux or Macintosh enviroment, but I believe it can be easily adapted to either. This code is by no means a polished package, but a source code meant to be adapted for a particular purpose. The code as given performs a 1D transform from 1281 sample points to the first 128 Hermite polynomials. It is easily adaptable to perform both the 1D and 2D case for many different sizes. Also included is a testing package called testingStuff which I used to print matrices and vectors in the format used by the program and the FFTW fast fourier software package that was utilized in performing the fast vector multiplications.
Keywords for this software
References in zbMATH (referenced in 7 articles , 1 standard article )
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