NAG Library Function Document
nag_elliptic_integral_rf (s21bbc)
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
where
,
,
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:
- , ,
- remaining third intermediate value argument.
(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.)
and the function may be approximated adequately by a fifth order power series:
where
,
.
The truncation error involved in using this approximation is bounded by 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:
– doubleInput
- 2:
– doubleInput
- 3:
– doubleInput
-
On entry: the arguments , and of the function.
Constraint:
,
y,
and only one of
x,
y and
z may be zero.
- 4:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
6
Error Indicators and Warnings
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
See
Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
- 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.
See
Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
- NE_NO_LICENCE
-
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.
- NE_REAL_ARG_EQ
-
On entry,
,
and
.
Constraint: at most one of
x,
y and
z is
.
The function is undefined and returns zero.
- NE_REAL_ARG_LT
-
On entry, , and .
Constraint: and and .
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.
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
, 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
None.
10.3
Program Results
Program Results (s21bbce.r)