NAG Library Function Document
nag_elliptic_integral_rj (s21bdc)
1 Purpose
nag_elliptic_integral_rj (s21bdc) returns a value of the symmetrised elliptic integral of the third kind.
2 Specification
#include <nag.h> |
#include <nags.h> |
double |
nag_elliptic_integral_rj (double x,
double y,
double z,
double r,
NagError *fail) |
|
3 Description
nag_elliptic_integral_rj (s21bdc) calculates an approximation to the integral
where
,
,
,
and at most one of
,
and
is zero.
If , the result computed is the Cauchy principal value of the integral.
The basic algorithm, which is due to
Carlson (1979) and
Carlson (1988), is to reduce the arguments recursively towards their mean by the rule:
For
sufficiently large,
and the function may be approximated by a fifth order power series
where
.
The truncation error in this expansion is bounded by and the recursion process is terminated when this quantity is negligible compared with the machine precision. The function may fail either because it has been called with arguments outside the domain of definition or with arguments so extreme that there is an unavoidable danger of setting underflow or overflow.
Note: , so there exists a region of extreme arguments for which the function value is not representable.
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
- 4:
r – doubleInput
On entry: the arguments , , and of the function.
Constraint:
,
y,
,
and at most one of
x,
y and
z may be zero.
- 5:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- NE_INTERNAL_ERROR
-
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.
- NE_REAL_ARG_EQ
-
On entry, .
Constraint: .
On entry,
,
and
.
Constraint: at most one of
x,
y and
z is
.
The function is undefined.
- NE_REAL_ARG_GT
-
On entry, , , , and .
Constraint: and and and .
- NE_REAL_ARG_LT
-
On entry,
,
,
,
and
.
Constraint:
and at most one of
x,
y and
z is less than
.
On entry, , and .
Constraint: and and .
7 Accuracy
In principle the function 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
Not applicable.
You should consult the
s Chapter Introduction which shows the relationship of this function to the classical definitions of the elliptic integrals.
If the argument
r is equal to any of the other arguments, the function reduces to the integral
, computed by
nag_elliptic_integral_rd (s21bcc).
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 (s21bdce.c)
10.2 Program Data
None.
10.3 Program Results
Program Results (s21bdce.r)