NAG CL Interface
s21bcc (ellipint_​symm_​2)

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1 Purpose

s21bcc returns a value of the symmetrised elliptic integral of the second kind.

2 Specification

#include <nag.h>
double  s21bcc (double x, double y, double z, NagError *fail)
The function may be called by the names: s21bcc, nag_specfun_ellipint_symm_2 or nag_elliptic_integral_rd.

3 Description

s21bcc calculates an approximate value for the integral
RD(x,y,z)=320dt (t+x)(t+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=max(|Xn|,|Yn|,|Zn|) (14) n  
and the function may be approximated adequately by a fifth order power series
RD(x,y,z)= 3m= 0 n- 1 4-m(zm+λn)zm + 4-nμn3 [1+ 37Sn (2) + 13Sn (3) + 322(Sn (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 function 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:  RD(x,x,x)=x-3/2, so there exists a region of extreme arguments for which the function value is not representable.

4 References

NIST Digital Library of Mathematical Functions
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 double Input
2: y double Input
3: z double 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: fail NagError * Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface 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 7.5 in the Introduction to the NAG Library CL Interface for further information.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
NE_REAL_ARG_EQ
On entry, x and y are both 0.0.
Constraint: at most one of x and y is 0.0.
The function is undefined.
NE_REAL_ARG_GE
On entry, U=value, x=value, y=value and z=value.
Constraint: x<U and y<U and z<U.
There is a danger of setting underflow and the function returns zero.
NE_REAL_ARG_LE
On entry, z=value.
Constraint: z>0.0.
The function is undefined.
NE_REAL_ARG_LT
On entry, L=value, x=value, y=value and z=value.
Constraint: zL and (xL or yL).
The function is undefined.
On entry, x=value and y=value.
Constraint: x0.0 and y0.0.
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 Parallelism and Performance

s21bcc 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 function to produce the table of low accuracy results.

10.1 Program Text

Program Text (s21bcce.c)

10.2 Program Data

None.

10.3 Program Results

Program Results (s21bcce.r)