It's the same with Norwegian, and I guess for most languages except for English. Phonetic checking is usually performed by the Soundex algorihm, specifically made for English pronounciation.
The largest Soundex failure for Scandinavian spelling, is that there really is no difference in pronounciation between T and TH, as in English. Thus, Torsten vs. Thorsten, or Marte vs. Marthe, will be considered as different names.
In Scandinavian languages, the letter h is normally silent inside words, but has been widely used for decorational purposes in names. This custom particularly flourished in the 19th century, when for instance "John" temporarily supplanted "Jon" in Norway.
Today, the silent h's have luckily all but disappeared from Scandinavian names. The one apparent exception in Norway is the female names Torhild, Ragnhild, and Gunhild, where the spelling has changed (from Toril, Ragnil, Gunil) due to a clearer understanding of their etymology, the suffix -hildr meaning 'battle' in old Norse.