NAG Library Routine Document
s21bcf (ellipint_symm_2)
1
Purpose
s21bcf returns a value of the symmetrised elliptic integral of the second kind, via the function name.
2
Specification
Fortran Interface
Real (Kind=nag_wp) | :: | s21bcf | Integer, Intent (Inout) | :: | ifail | Real (Kind=nag_wp), Intent (In) | :: | x, y, z |
|
C Header Interface
#include <nagmk26.h>
double |
s21bcf_ (const double *x, const double *y, const double *z, Integer *ifail) |
|
3
Description
s21bcf calculates an approximate value for the integral
where
,
, at most one of
and
is zero, and
.
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 adequately by a fifth order power series
where
The truncation error in this expansion is bounded by
and the recursive process is terminated when this quantity is negligible compared with the
machine precision.
The routine 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
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: – Real (Kind=nag_wp)Input
- 2: – Real (Kind=nag_wp)Input
- 3: – Real (Kind=nag_wp)Input
-
On entry: the arguments , and of the function.
Constraint:
,
,
and only one of
x and
y may be zero.
- 4: – IntegerInput/Output
-
On entry:
ifail must be set to
,
. If you are unfamiliar with this argument you should refer to
Section 3.4 in How to Use the NAG Library and its Documentation 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 argument, 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:
-
On entry, and .
Constraint: and .
The function is undefined.
On entry,
x and
y are both
.
Constraint: at most one of
x and
y is
.
The function is undefined.
-
On entry, .
Constraint: .
The function is undefined.
-
On entry, , , and .
Constraint: and ( or ).
The function is undefined.
-
On entry, , , and .
Constraint: and and .
There is a danger of setting underflow and the function returns zero.
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.9 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 3.8 in How to Use the NAG Library and its Documentation for further information.
Dynamic memory allocation failed.
See
Section 3.7 in How to Use the NAG Library and its Documentation for further information.
7
Accuracy
In principle the routine 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
s21bcf is not threaded in any implementation.
You should consult the
S Chapter Introduction which shows the relationship of this function to the classical definitions of the elliptic integrals.
10
Example
This example simply generates a small set of nonextreme arguments which are used with the routine to produce the table of low accuracy results.
10.1
Program Text
Program Text (s21bcfe.f90)
10.2
Program Data
None.
10.3
Program Results
Program Results (s21bcfe.r)