nag_elliptic_integral_rf (s21bbc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG C Library Manual

NAG Library Function Document

nag_elliptic_integral_rf (s21bbc)

+ Contents

    1  Purpose
    7  Accuracy

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
R F x,y,z = 1 2 0 dt t+x t+y t+z
where x , y , z0  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: x 0 = minx,y,z , z 0 = maxx,y,z , y 0 =  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.)
μ n = x n + y n + z n / 3 X n = 1 - x n / μ n Y n = 1 - y n / μ n Z n = 1 - z n / μ n λ n = x n y n + y n z n + z n x n x n+1 = x n + λ n / 4 y n+1 = y n + λ n / 4 z n+1 = z n + λ n / 4
ε n = max X n , Y n , Z n  and the function may be approximated adequately by a 5th-order power series:
R F x,y,z = 1 μ n 1 - E 2 10 + E 2 2 24 - 3 E 2 E 3 44 + E 3 14
where E 2 = X n Y n + Y n Z n + Z n X n , E 3 = X n Y n Z n .
The truncation error involved in using this approximation is bounded by ε n 6 / 4 1 - ε n  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 pre-scaled 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:     xdoubleInput
2:     ydoubleInput
3:     zdoubleInput
On entry: the arguments x , y  and z  of the function.
Constraint: x, y, z0.0  and only one of x, y and z may be zero.
4:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_REAL_ARG_EQ
On entry, parameters  must not be equal to 0.0: parameters = value.
On entry, two or more of x, y and z are zero; the function is undefined and the function returns zero.
NE_REAL_ARG_LT
On entry, x must not be less than 0.0: x=value .
On entry, y must not be less than 0.0: y=value .
On entry, z must not be less than 0.0: z=value . The function is undefined.

7  Accuracy

In principle the function 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  Further Comments

If two arguments are equal, the function reduces to the elementary integral R C , computed by nag_elliptic_integral_rc (s21bac).
Symmetrised elliptic integrals returned by functions nag_elliptic_integral_rf (s21bbc), nag_elliptic_integral_rc (s21bac), nag_elliptic_integral_rd (s21bcc) and nag_elliptic_integral_rj (s21bdc) can be related to the more traditional canonical forms (see Abramowitz and Stegun (1972)), as described in the s Chapter Introduction.

9  Example

This example program simply generates a small set of nonextreme arguments which are used with the function to produce the table of low accuracy results.

9.1  Program Text

Program Text (s21bbce.c)

9.2  Program Data

None.

9.3  Program Results

Program Results (s21bbce.r)


nag_elliptic_integral_rf (s21bbc) (PDF version)
s Chapter Contents
s Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2012