nag_elliptic_integral_rf (s21bbc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG Library Manual

NAG Library Function Document

nag_elliptic_integral_rf (s21bbc)


    1  Purpose
    7  Accuracy

1  Purpose

nag_elliptic_integral_rf (s21bbc) returns a value of the symmetrised elliptic integral of the first kind.

2  Specification

#include <nag.h>
#include <nags.h>
double  nag_elliptic_integral_rf (double x, double y, double z, NagError *fail)

3  Description

nag_elliptic_integral_rf (s21bbc) calculates an approximation to the integral
RFx,y,z=120dt t+xt+yt+z  
where x, y, z0 and at most one is zero.
The basic algorithm, which is due to Carlson (1979) and Carlson (1988), is to reduce the arguments recursively towards their mean by the rule: (This ordering, which is possible because of the symmetry of the function, is done for technical reasons related to the avoidance of overflow and underflow.)
μn = xn+yn+zn/3 Xn = 1-xn/μn Yn = 1-yn/μn Zn = 1-zn/μn λn = xnyn+ynzn+znxn xn+1 = xn+λn/4 yn+1 = yn+λn/4 zn+1 = zn+λn/4  
εn=maxXn,Yn,Zn and the function may be approximated adequately by a fifth order power series:
RFx,y,z=1μn 1-E210+E2224-3E2E344+E314  
where E2=XnYn+YnZn+ZnXn, E3=XnYnZn.
The truncation error involved in using this approximation is bounded by εn6/41-εn and the recursive process is stopped when this truncation error is negligible compared with the machine precision.
Within the domain of definition, the function value is itself representable for all representable values of its arguments. However, for values of the arguments near the extremes the above algorithm must be modified so as to avoid causing underflows or overflows in intermediate steps. In extreme regions arguments are prescaled away from the extremes and compensating scaling of the result is done before returning to the calling program.

4  References

Abramowitz M and Stegun I A (1972) Handbook of Mathematical Functions (3rd Edition) Dover Publications
Carlson B C (1979) Computing elliptic integrals by duplication Numerische Mathematik 33 1–16
Carlson B C (1988) A table of elliptic integrals of the third kind Math. Comput. 51 267–280

5  Arguments

1:     x doubleInput
2:     y doubleInput
3:     z doubleInput
On entry: the arguments x, y and z of the function.
Constraint: x, y, z0.0 and only one of x, y and z may be zero.
4:     fail NagError *Input/Output
The NAG error argument (see Section 2.7 in How to Use the NAG Library and its Documentation).

6  Error Indicators and Warnings

Dynamic memory allocation failed.
See Section in How to Use the NAG Library and its Documentation for further information.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
An unexpected error has been triggered by this function. Please contact NAG.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
On entry, x=value, y=value and z=value.
Constraint: at most one of x, y and z is 0.0.
The function is undefined and returns zero.
On entry, x=value, y=value and z=value.
Constraint: x0.0 and y0.0 and z0.0.
The function is undefined.

7  Accuracy

In principle nag_elliptic_integral_rf (s21bbc) is capable of producing full machine precision. However round-off errors in internal arithmetic will result in slight loss of accuracy. This loss should never be excessive as the algorithm does not involve any significant amplification of round-off error. It is reasonable to assume that the result is accurate to within a small multiple of the machine precision.

8  Parallelism and Performance

nag_elliptic_integral_rf (s21bbc) is not threaded in any implementation.

9  Further Comments

You should consult the s Chapter Introduction which shows the relationship of this function to the classical definitions of the elliptic integrals.
If two arguments are equal, the function reduces to the elementary integral RC, computed by nag_elliptic_integral_rc (s21bac).

10  Example

This example simply generates a small set of nonextreme arguments which are used with the function to produce the table of low accuracy results.

10.1  Program Text

Program Text (s21bbce.c)

10.2  Program Data


10.3  Program Results

Program Results (s21bbce.r)

nag_elliptic_integral_rf (s21bbc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016