A fast Hermite transform

AbstractWe present algorithms for fast and stable approximation of the Hermite transform of a compactly supported function on the real line, attainable via an application of a fast algebraic algorithm for computing sums associated with a three-term relation. Trade-offs between approximation in bandlimit (in the Hermite sense), and size of the support region are addressed. Numerical experiments are presented that show the feasibility and utility of our approach. Generalizations to any family of orthogonal polynomials are outlined. Applications to various problems in tomographic reconstruction, including the determination of protein structure, are discussed