1 [section:ellint_intro Elliptic Integral Overview]
3 The main reference for the elliptic integrals is:
5 [:M. Abramowitz and I. A. Stegun (Eds.) (1964)
6 Handbook of Mathematical Functions with Formulas, Graphs, and
8 National Bureau of Standards Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.]
10 and its recently revised version __DMLF, in particular
11 [:[@https://dlmf.nist.gov/19 Elliptic Integrals, B. C. Carlson]]
13 Mathworld also contain a lot of useful background information:
15 [:[@http://mathworld.wolfram.com/EllipticIntegral.html Weisstein, Eric W.
16 "Elliptic Integral." From MathWorld--A Wolfram Web Resource.]]
18 As does [@http://en.wikipedia.org/wiki/Elliptic_integral Wikipedia Elliptic integral].
22 All variables are real numbers unless otherwise noted.
28 is called elliptic integral if ['R(t, s)] is a rational function
29 of ['t] and ['s], and ['s[super 2]] is a cubic or quartic polynomial
32 Elliptic integrals generally cannot be expressed in terms of
33 elementary functions. However, Legendre showed that all elliptic
34 integrals can be reduced to the following three canonical forms:
36 Elliptic Integral of the First Kind (Legendre form)
40 Elliptic Integral of the Second Kind (Legendre form)
44 Elliptic Integral of the Third Kind (Legendre form)
52 [note ['[phi]] is called the amplitude.
54 ['k] is called the elliptic modulus or eccentricity.
56 ['[alpha]] is called the modular angle.
58 ['n] is called the characteristic.]
60 [caution Perhaps more than any other special functions the elliptic
61 integrals are expressed in a variety of different ways. In particular,
62 the final parameter /k/ (the modulus) may be expressed using a modular
63 angle [alpha], or a parameter /m/. These are related by:
65 [expression k = sin[thin][alpha]]
67 [expression m = k[super 2] = sin[super 2][alpha]]
69 So that the integral of the third kind (for example) may be expressed as
72 [expression [Pi](n, [phi], k)]
74 [expression [Pi](n, [phi] \\ [alpha])]
76 [expression [Pi](n, [phi] | m)]
78 To further complicate matters, some texts refer to the ['complement
79 of the parameter m], or 1 - m, where:
81 [expression 1 - m = 1 - k[super 2] = cos[super 2][alpha]]
83 This implementation uses /k/ throughout: this matches the requirements
84 of the [@http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2005/n1836.pdf
85 Technical Report on C++ Library Extensions].[br]
87 So you should be extra careful when using these functions!]
89 [warning Boost.Math order of arguments differs from other implementations: /k/ is always the *first* argument.]
91 A simple example comparing use of __WolframAlpha with Boost.Math (including much higher precision using __multiprecision)
92 is [@../../example/jacobi_zeta_example.cpp jacobi_zeta_example.cpp].
94 When ['[phi]] = ['[pi]] / 2, the elliptic integrals are called ['complete].
96 Complete Elliptic Integral of the First Kind (Legendre form)
100 Complete Elliptic Integral of the Second Kind (Legendre form)
104 Complete Elliptic Integral of the Third Kind (Legendre form)
108 Legendre also defined a fourth integral /D([phi],k)/ which is a combination of the other three:
112 Like the other Legendre integrals this comes in both complete and incomplete forms.
114 [h4 Carlson Elliptic Integrals]
116 Carlson [[link ellint_ref_carlson77 Carlson77]] [[link ellint_ref_carlson78 Carlson78]] gives an alternative definition of
117 elliptic integral's canonical forms:
119 Carlson's Elliptic Integral of the First Kind
123 where ['x], ['y], ['z] are nonnegative and at most one of them
126 Carlson's Elliptic Integral of the Second Kind
130 where ['x], ['y] are nonnegative, at most one of them may be zero,
131 and ['z] must be positive.
133 Carlson's Elliptic Integral of the Third Kind
137 where ['x], ['y], ['z] are nonnegative, at most one of them may be
138 zero, and ['p] must be nonzero.
140 Carlson's Degenerate Elliptic Integral
144 where ['x] is nonnegative and ['y] is nonzero.
146 [note ['R[sub C](x, y) = R[sub F](x, y, y)]
148 ['R[sub D](x, y, z) = R[sub J](x, y, z, z)]]
150 Carlson's Symmetric Integral
154 [h4 Duplication Theorem]
156 Carlson proved in [[link ellint_ref_carlson78 Carlson78]] that
160 [h4 Carlson's Formulas]
162 The Legendre form and Carlson form of elliptic integrals are related
171 [h4 Miscellaneous Elliptic Integrals]
173 There are two functions related to the elliptic integrals which otherwise
174 defy categorisation, these are the Jacobi Zeta function:
176 [equation jacobi_zeta]
178 and the Heuman Lambda function:
180 [equation heuman_lambda]
182 Both of these functions are easily implemented in terms of Carlson's integrals, and are
183 provided in this library as __jacobi_zeta and __heuman_lambda.
185 [h4 Numerical Algorithms]
187 The conventional methods for computing elliptic integrals are Gauss
188 and Landen transformations, which converge quadratically and work
189 well for elliptic integrals of the first and second kinds.
190 Unfortunately they suffer from loss of significant digits for the
193 Carlson's algorithm [[link ellint_ref_carlson79 Carlson79]] [[link ellint_ref_carlson78 Carlson78]], by contrast,
194 provides a unified method for all three kinds of elliptic integrals with satisfactory precisions.
198 Special mention goes to:
200 [:A. M. Legendre, ['Trait[eacute] des Fonctions Elliptiques et des Integrales
201 Euleriennes], Vol. 1. Paris (1825).]
203 However the main references are:
205 # [#ellint_ref_AS]M. Abramowitz and I. A. Stegun (Eds.) (1964)
206 Handbook of Mathematical Functions with Formulas, Graphs, and
208 National Bureau of Standards Applied Mathematics Series, U.S. Government Printing Office, Washington, D.C.
209 # [@https://dlmf.nist.gov/19 NIST Digital Library of Mathematical Functions, Elliptic Integrals, B. C. Carlson]
210 # [#ellint_ref_carlson79]B.C. Carlson, ['Computing elliptic integrals by duplication],
211 Numerische Mathematik, vol 33, 1 (1979).
212 # [#ellint_ref_carlson77]B.C. Carlson, ['Elliptic Integrals of the First Kind],
213 SIAM Journal on Mathematical Analysis, vol 8, 231 (1977).
214 # [#ellint_ref_carlson78]B.C. Carlson, ['Short Proofs of Three Theorems on Elliptic Integrals],
215 SIAM Journal on Mathematical Analysis, vol 9, 524 (1978).
216 # [#ellint_ref_carlson81]B.C. Carlson and E.M. Notis, ['ALGORITHM 577: Algorithms for Incomplete
217 Elliptic Integrals], ACM Transactions on Mathematmal Software,
219 # B. C. Carlson, ['On computing elliptic integrals and functions]. J. Math. and
220 Phys., 44 (1965), pp. 36-51.
221 # B. C. Carlson, ['A table of elliptic integrals of the second kind]. Math. Comp., 49
222 (1987), pp. 595-606. (Supplement, ibid., pp. S13-S17.)
223 # B. C. Carlson, ['A table of elliptic integrals of the third kind]. Math. Comp., 51 (1988),
224 pp. 267-280. (Supplement, ibid., pp. S1-S5.)
225 # B. C. Carlson, ['A table of elliptic integrals: cubic cases]. Math. Comp., 53 (1989), pp.
227 # B. C. Carlson, ['A table of elliptic integrals: one quadratic factor]. Math. Comp., 56 (1991),
229 # B. C. Carlson, ['A table of elliptic integrals: two quadratic factors]. Math. Comp., 59
231 # B. C. Carlson, ['[@http://arxiv.org/abs/math.CA/9409227
232 Numerical computation of real or complex elliptic integrals]]. Numerical Algorithms,
233 Volume 10, Number 1 / March, 1995, p13-26.
234 # B. C. Carlson and John L. Gustafson, ['[@http://arxiv.org/abs/math.CA/9310223
235 Asymptotic Approximations for Symmetric Elliptic Integrals]],
236 SIAM Journal on Mathematical Analysis, Volume 25, Issue 2 (March 1994), 288-303.
239 The following references, while not directly relevent to our implementation,
240 may also be of interest:
242 # R. Burlisch, ['Numerical Compuation of Elliptic Integrals and Elliptic Functions.]
243 Numerical Mathematik 7, 78-90.
244 # R. Burlisch, ['An extension of the Bartky Transformation to Incomplete
245 Elliptic Integrals of the Third Kind]. Numerical Mathematik 13, 266-284.
246 # R. Burlisch, ['Numerical Compuation of Elliptic Integrals and Elliptic Functions. III].
247 Numerical Mathematik 13, 305-315.
248 # T. Fukushima and H. Ishizaki, ['[@http://adsabs.harvard.edu/abs/1994CeMDA..59..237F
249 Numerical Computation of Incomplete Elliptic Integrals of a General Form.]]
250 Celestial Mechanics and Dynamical Astronomy, Volume 59, Number 3 / July, 1994,
253 [endsect] [/section:ellint_intro Elliptic Integral Overview]
256 Copyright (c) 2006 Xiaogang Zhang
257 Use, modification and distribution are subject to the
258 Boost Software License, Version 1.0. (See accompanying file
259 LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)