NAG Library Routine Document
S21BEF
1 Purpose
S21BEF returns a value of the classical (Legendre) form of the incomplete elliptic integral of the first kind, via the function name.
2 Specification
REAL (KIND=nag_wp) S21BEF |
INTEGER |
IFAIL |
REAL (KIND=nag_wp) |
PHI, DM |
|
3 Description
S21BEF calculates an approximation to the integral
where
,
and
and
may not both equal one.
The integral is computed using the symmetrised elliptic integrals of Carlson (
Carlson (1979) and
Carlson (1988)). The relevant identity is
where
,
and
is the Carlson symmetrised incomplete elliptic integral of the first kind (see
S21BBF).
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 Parameters
- 1: PHI – REAL (KIND=nag_wp)Input
- 2: DM – REAL (KIND=nag_wp)Input
On entry: the arguments and of the function.
Constraints:
- ;
- ;
- Only one of and DM may be .
Note that is allowable, as long as .
- 3: IFAIL – INTEGERInput/Output
-
On entry:
IFAIL must be set to
,
. If you are unfamiliar with this parameter you should refer to
Section 3.3 in the Essential Introduction for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value
is recommended. If the output of error messages is undesirable, then the value
is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
.
When the value is used it is essential to test the value of IFAIL on exit.
On exit:
unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
PHI lies outside the range
. On soft failure, the routine returns zero.
On entry, ; the function is undefined. On soft failure, the routine returns zero.
On entry,
and
; the function is infinite. On soft failure, the routine returns the largest machine number (see
X02ALF).
7 Accuracy
In principle S21BEF 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.
You should consult the
S Chapter Introduction, which shows the relationship between this routine and the Carlson definitions of the elliptic integrals. In particular, the relationship between the argument-constraints for both forms becomes clear.
For more information on the algorithm used to compute
, see the routine document for
S21BBF.
If you wish to input a value of
PHI outside the range allowed by this routine you should refer to Section 17.4 of
Abramowitz and Stegun (1972) for useful identities. For example,
and
where
is an integer and
is the complete elliptic integral given by
S21BHF.
A parameter can be replaced by one less than unity using , .
9 Example
This example simply generates a small set of nonextreme arguments that are used with the routine to produce the table of results.
9.1 Program Text
Program Text (s21befe.f90)
9.2 Program Data
None.
9.3 Program Results
Program Results (s21befe.r)