NAG Library Routine Document

s21bcf  (ellipint_symm_2)

 Contents

    1  Purpose
    7  Accuracy

1
Purpose

s21bcf returns a value of the symmetrised elliptic integral of the second kind, via the function name.

2
Specification

Fortran Interface
Function s21bcf ( x, y, z, ifail)
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
RDx,y,z=320dt t+xt+y t+z 3  
where x, y0, at most one of x and y is zero, and z>0.
The basic algorithm, which is due to Carlson (1979) and Carlson (1988), is to reduce the arguments recursively towards their mean by the rule:
x0 = x,y0=y,z0=z μn = xn+yn+3zn/5 Xn = 1-xn/μn Yn = 1-yn/μn Zn = 1-zn/μn λn = xnyn+ynzn+znxn xn+1 = xn+λn/4 yn+1 = yn+λn/4 zn+1 = zn+λn/4  
For n sufficiently large,
εn=maxXn,Yn,Zn 14 n  
and the function may be approximated adequately by a fifth order power series
RDx,y,z= 3m= 0 n- 1 4-mzm+λnzm + 4-nμn3 1+ 37Sn 2 + 13Sn 3 + 322Sn 2 2+ 311Sn 4 + 313Sn 2 Sn 3 + 313Sn 5  
where Sn m =Xnm+Ynm+3Znm /2m. The truncation error in this expansion is bounded by 3εn6 1-εn 3  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:  RDx,x,x=x-3/2, 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 – Real (Kind=nag_wp)Input
2:     y – Real (Kind=nag_wp)Input
3:     z – Real (Kind=nag_wp)Input
On entry: the arguments x, y and z of the function.
Constraint: x, y0.0, z>0.0 and only one of x and y may be zero.
4:     ifail – IntegerInput/Output
On entry: ifail must be set to 0, -1​ or ​1. 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 -1​ or ​1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this argument, the recommended value is 0. When the value -1​ or ​1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6
Error Indicators and Warnings

If on entry ifail=0 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
ifail=1
On entry, either x or y is negative, or both x and y are zero; the function is undefined.
ifail=2
On entry, z0.0; the function is undefined.
ifail=3
On entry, either z is too close to zero or both x and y are too close to zero: there is a danger of setting overflow. See also the Users' Note for your implementation.
ifail=4
On entry, at least one of x, y and z is too large: there is a danger of setting underflow. On soft failure the routine returns zero. See also the Users' Note for your implementation.
ifail=-99
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.
ifail=-399
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.
ifail=-999
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.

9
Further Comments

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)

© The Numerical Algorithms Group Ltd, Oxford, UK. 2017