NAG Library Routine Document
S21BBF returns a value of the symmetrised elliptic integral of the first kind, via the function name.
|REAL (KIND=nag_wp) S21BBF
||X, Y, Z
S21BBF calculates an approximation to the integral
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:
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.
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
- 1: X – REAL (KIND=nag_wp)Input
- 2: Y – REAL (KIND=nag_wp)Input
- 3: Z – REAL (KIND=nag_wp)Input
On entry: the arguments , and of the function.
and only one of X
may be zero.
- 4: IFAIL – INTEGERInput/Output
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.
unless the routine detects an error or a warning has been flagged (see Section 6
6 Error Indicators and Warnings
If on entry
, explanatory error messages are output on the current error message unit (as defined by X04AAF
Errors or warnings detected by the routine:
On entry, one or more of X
is negative; the function is undefined.
On entry, two or more of X
are zero; the function is undefined. On soft failure, the routine returns zero.
In principle S21BBF 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 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 S21BAF
This example simply generates a small set of nonextreme arguments which are used with the routine to produce the table of low accuracy results.
9.1 Program Text
Program Text (s21bbfe.f90)
9.2 Program Data
9.3 Program Results
Program Results (s21bbfe.r)