A Fast Hermite Transform.

We 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.