A collimator can be made of a compound holographic optical element made of three holographic optical elements. The first reflection holographic optical element will have recorded within it continuous lens configured to receive light from a diffuse light beam and diffract the received light as a first collimated light beam. The second reflection holographic optical element will have recorded within it a regular hologram that is configured to permit the light from the diffuse light source to transmit through it to reach the first reflection holographic element, the second reflection holographic element having within it a second holographically reflective structure configured to receive the first collimated light beam and diffract the first collimated light beam as a second collimated light beam. The third transmission holographic optical element is configured to receive the second collimated light beam and diffract it as a third holographic light beam.