NAG Library Routine Document
S21BAF
1 Purpose
S21BAF returns a value of an elementary integral, which occurs as a degenerate case of an elliptic integral of the first kind, via the function name.
2 Specification
REAL (KIND=nag_wp) S21BAF 
INTEGER 
IFAIL 
REAL (KIND=nag_wp) 
X, Y 

3 Description
S21BAF calculates an approximate value for the integral
where
$x\ge 0$ and
$y\ne 0$.
This function, which is related to the logarithm or inverse hyperbolic functions for $y<x$ and to inverse circular functions if $x<y$, arises as a degenerate form of the elliptic integral of the first kind. If $y<0$, the result computed is the Cauchy principal value of the integral.
The basic algorithm, which is due to
Carlson (1979) and
Carlson (1988), is to reduce the arguments recursively towards their mean by the system:
The quantity
$\left{S}_{n}\right$ for
$n=0,1,2,3,\dots \text{}$ decreases with increasing
$n$, eventually
$\left{S}_{n}\right\sim 1/{4}^{n}$. For small enough
${S}_{n}$ the required function value can be approximated by the first few terms of the Taylor series about the mean. That is
The truncation error involved in using this approximation is bounded by
$16{\left{S}_{n}\right}^{6}/\left(12\left{S}_{n}\right\right)$ and the recursive process is stopped when
${S}_{n}$ is small enough for this truncation error to be negligible compared to 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 Parameters
 1: $\mathrm{X}$ – REAL (KIND=nag_wp)Input
 2: $\mathrm{Y}$ – REAL (KIND=nag_wp)Input

On entry: the arguments $x$ and $y$ of the function, respectively.
Constraint:
${\mathbf{X}}\ge 0.0$ and ${\mathbf{Y}}\ne 0.0$.
 3: $\mathrm{IFAIL}$ – INTEGERInput/Output

On entry:
IFAIL must be set to
$0$,
$1\text{ or}1$. 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
$1\text{ or}1$ is recommended. If the output of error messages is undesirable, then the value
$1$ is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is
$0$.
When the value $\mathbf{1}\text{ or}\mathbf{1}$ is used it is essential to test the value of IFAIL on exit.
On exit:
${\mathbf{IFAIL}}={\mathbf{0}}$ unless the routine detects an error or a warning has been flagged (see
Section 6).
6 Error Indicators and Warnings
If on entry
${\mathbf{IFAIL}}={\mathbf{0}}$ or
${{\mathbf{1}}}$, explanatory error messages are output on the current error message unit (as defined by
X04AAF).
Errors or warnings detected by the routine:
 ${\mathbf{IFAIL}}=1$

On entry,  ${\mathbf{X}}<0.0$; the function is undefined. 
 ${\mathbf{IFAIL}}=2$

On entry,  ${\mathbf{Y}}=0.0$; the function is undefined. 
On soft failure the routine returns zero.
 ${\mathbf{IFAIL}}=99$
An unexpected error has been triggered by this routine. Please
contact
NAG.
See
Section 3.8 in the Essential Introduction for further information.
 ${\mathbf{IFAIL}}=399$
Your licence key may have expired or may not have been installed correctly.
See
Section 3.7 in the Essential Introduction for further information.
 ${\mathbf{IFAIL}}=999$
Dynamic memory allocation failed.
See
Section 3.6 in the Essential Introduction for further information.
7 Accuracy
In principle the routine is capable of producing full machine precision. However roundoff 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 roundoff error. It is reasonable to assume that the result is accurate to within a small multiple of the machine precision.
8 Parallelism and Performance
Not applicable.
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 (s21bafe.f90)
10.2 Program Data
None.
10.3 Program Results
Program Results (s21bafe.r)