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26<div class="titlepage"><div><div><h3 class="title">
27<a name="math_toolkit.ellint.ellint_intro"></a><a class="link" href="ellint_intro.html" title="Elliptic Integral Overview">Elliptic Integral Overview</a>
28</h3></div></div></div>
29<p>
30        The main reference for the elliptic integrals is:
31      </p>
32<div class="blockquote"><blockquote class="blockquote"><p>
33          M. Abramowitz and I. A. Stegun (Eds.) (1964) Handbook of Mathematical Functions
34          with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards
35          Applied Mathematics Series, U.S. Government Printing Office, Washington,
36          D.C.
37        </p></blockquote></div>
38<p>
39        and its recently revised version <a href="http://dlmf.nist.gov/" target="_top">NIST
40        Digital Library of Mathematical Functions (DMLF)</a>, in particular
41      </p>
42<div class="blockquote"><blockquote class="blockquote"><p>
43          <a href="https://dlmf.nist.gov/19" target="_top">Elliptic Integrals, B. C. Carlson</a>
44        </p></blockquote></div>
45<p>
46        Mathworld also contain a lot of useful background information:
47      </p>
48<div class="blockquote"><blockquote class="blockquote"><p>
49          <a href="http://mathworld.wolfram.com/EllipticIntegral.html" target="_top">Weisstein,
50          Eric W. "Elliptic Integral." From MathWorld--A Wolfram Web Resource.</a>
51        </p></blockquote></div>
52<p>
53        As does <a href="http://en.wikipedia.org/wiki/Elliptic_integral" target="_top">Wikipedia
54        Elliptic integral</a>.
55      </p>
56<h5>
57<a name="math_toolkit.ellint.ellint_intro.h0"></a>
58        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.notation"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.notation">Notation</a>
59      </h5>
60<p>
61        All variables are real numbers unless otherwise noted.
62      </p>
63<h5>
64<a name="math_toolkit.ellint.ellint_intro.h1"></a>
65        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.definition"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.definition">Definition</a>
66      </h5>
67<div class="blockquote"><blockquote class="blockquote"><p>
68          <span class="inlinemediaobject"><img src="../../../equations/ellint1.svg"></span>
69
70        </p></blockquote></div>
71<p>
72        is called elliptic integral if <span class="emphasis"><em>R(t, s)</em></span> is a rational
73        function of <span class="emphasis"><em>t</em></span> and <span class="emphasis"><em>s</em></span>, and <span class="emphasis"><em>s<sup>2</sup></em></span>
74        is a cubic or quartic polynomial in <span class="emphasis"><em>t</em></span>.
75      </p>
76<p>
77        Elliptic integrals generally cannot be expressed in terms of elementary functions.
78        However, Legendre showed that all elliptic integrals can be reduced to the
79        following three canonical forms:
80      </p>
81<p>
82        Elliptic Integral of the First Kind (Legendre form)
83      </p>
84<div class="blockquote"><blockquote class="blockquote"><p>
85          <span class="inlinemediaobject"><img src="../../../equations/ellint2.svg"></span>
86
87        </p></blockquote></div>
88<p>
89        Elliptic Integral of the Second Kind (Legendre form)
90      </p>
91<div class="blockquote"><blockquote class="blockquote"><p>
92          <span class="inlinemediaobject"><img src="../../../equations/ellint3.svg"></span>
93
94        </p></blockquote></div>
95<p>
96        Elliptic Integral of the Third Kind (Legendre form)
97      </p>
98<div class="blockquote"><blockquote class="blockquote"><p>
99          <span class="inlinemediaobject"><img src="../../../equations/ellint4.svg"></span>
100
101        </p></blockquote></div>
102<p>
103        where
104      </p>
105<div class="blockquote"><blockquote class="blockquote"><p>
106          <span class="inlinemediaobject"><img src="../../../equations/ellint5.svg"></span>
107
108        </p></blockquote></div>
109<div class="note"><table border="0" summary="Note">
110<tr>
111<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../doc/src/images/note.png"></td>
112<th align="left">Note</th>
113</tr>
114<tr><td align="left" valign="top">
115<p>
116          <span class="emphasis"><em>φ</em></span> is called the amplitude.
117        </p>
118<p>
119          <span class="emphasis"><em>k</em></span> is called the elliptic modulus or eccentricity.
120        </p>
121<p>
122          <span class="emphasis"><em>α</em></span> is called the modular angle.
123        </p>
124<p>
125          <span class="emphasis"><em>n</em></span> is called the characteristic.
126        </p>
127</td></tr>
128</table></div>
129<div class="caution"><table border="0" summary="Caution">
130<tr>
131<td rowspan="2" align="center" valign="top" width="25"><img alt="[Caution]" src="../../../../../../doc/src/images/caution.png"></td>
132<th align="left">Caution</th>
133</tr>
134<tr><td align="left" valign="top">
135<p>
136          Perhaps more than any other special functions the elliptic integrals are
137          expressed in a variety of different ways. In particular, the final parameter
138          <span class="emphasis"><em>k</em></span> (the modulus) may be expressed using a modular angle
139          α, or a parameter <span class="emphasis"><em>m</em></span>. These are related by:
140        </p>
141<div class="blockquote"><blockquote class="blockquote"><p>
142            <span class="serif_italic">k = sin  α</span>
143          </p></blockquote></div>
144<div class="blockquote"><blockquote class="blockquote"><p>
145            <span class="serif_italic">m = k<sup>2</sup> = sin<sup>2</sup>α</span>
146          </p></blockquote></div>
147<p>
148          So that the integral of the third kind (for example) may be expressed as
149          either:
150        </p>
151<div class="blockquote"><blockquote class="blockquote"><p>
152            <span class="serif_italic">Π(n, φ, k)</span>
153          </p></blockquote></div>
154<div class="blockquote"><blockquote class="blockquote"><p>
155            <span class="serif_italic">Π(n, φ \ α)</span>
156          </p></blockquote></div>
157<div class="blockquote"><blockquote class="blockquote"><p>
158            <span class="serif_italic">Π(n, φ | m)</span>
159          </p></blockquote></div>
160<p>
161          To further complicate matters, some texts refer to the <span class="emphasis"><em>complement
162          of the parameter m</em></span>, or 1 - m, where:
163        </p>
164<div class="blockquote"><blockquote class="blockquote"><p>
165            <span class="serif_italic">1 - m = 1 - k<sup>2</sup> = cos<sup>2</sup>α</span>
166          </p></blockquote></div>
167<p>
168          This implementation uses <span class="emphasis"><em>k</em></span> throughout: this matches
169          the requirements of the <a href="http://www.open-std.org/jtc1/sc22/wg21/docs/papers/2005/n1836.pdf" target="_top">Technical
170          Report on C++ Library Extensions</a>.<br>
171        </p>
172<p>
173          So you should be extra careful when using these functions!
174        </p>
175</td></tr>
176</table></div>
177<div class="warning"><table border="0" summary="Warning">
178<tr>
179<td rowspan="2" align="center" valign="top" width="25"><img alt="[Warning]" src="../../../../../../doc/src/images/warning.png"></td>
180<th align="left">Warning</th>
181</tr>
182<tr><td align="left" valign="top"><p>
183          Boost.Math order of arguments differs from other implementations: <span class="emphasis"><em>k</em></span>
184          is always the <span class="bold"><strong>first</strong></span> argument.
185        </p></td></tr>
186</table></div>
187<p>
188        A simple example comparing use of <a href="http://www.wolframalpha.com/" target="_top">Wolfram
189        Alpha</a> with Boost.Math (including much higher precision using <a href="../../../../../../libs/multiprecision/doc/html/index.html" target="_top">Boost.Multiprecision</a>)
190        is <a href="../../../../example/jacobi_zeta_example.cpp" target="_top">jacobi_zeta_example.cpp</a>.
191      </p>
192<p>
193        When <span class="emphasis"><em>φ</em></span> = <span class="emphasis"><em>π</em></span> / 2, the elliptic integrals
194        are called <span class="emphasis"><em>complete</em></span>.
195      </p>
196<p>
197        Complete Elliptic Integral of the First Kind (Legendre form)
198      </p>
199<div class="blockquote"><blockquote class="blockquote"><p>
200          <span class="inlinemediaobject"><img src="../../../equations/ellint6.svg"></span>
201
202        </p></blockquote></div>
203<p>
204        Complete Elliptic Integral of the Second Kind (Legendre form)
205      </p>
206<div class="blockquote"><blockquote class="blockquote"><p>
207          <span class="inlinemediaobject"><img src="../../../equations/ellint7.svg"></span>
208
209        </p></blockquote></div>
210<p>
211        Complete Elliptic Integral of the Third Kind (Legendre form)
212      </p>
213<div class="blockquote"><blockquote class="blockquote"><p>
214          <span class="inlinemediaobject"><img src="../../../equations/ellint8.svg"></span>
215
216        </p></blockquote></div>
217<p>
218        Legendre also defined a fourth integral /D(φ,k)/ which is a combination of
219        the other three:
220      </p>
221<div class="blockquote"><blockquote class="blockquote"><p>
222          <span class="inlinemediaobject"><img src="../../../equations/ellint_d.svg"></span>
223
224        </p></blockquote></div>
225<p>
226        Like the other Legendre integrals this comes in both complete and incomplete
227        forms.
228      </p>
229<h5>
230<a name="math_toolkit.ellint.ellint_intro.h2"></a>
231        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.carlson_elliptic_integrals"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.carlson_elliptic_integrals">Carlson
232        Elliptic Integrals</a>
233      </h5>
234<p>
235        Carlson [<a class="link" href="ellint_intro.html#ellint_ref_carlson77">Carlson77</a>] [<a class="link" href="ellint_intro.html#ellint_ref_carlson78">Carlson78</a>]
236        gives an alternative definition of elliptic integral's canonical forms:
237      </p>
238<p>
239        Carlson's Elliptic Integral of the First Kind
240      </p>
241<div class="blockquote"><blockquote class="blockquote"><p>
242          <span class="inlinemediaobject"><img src="../../../equations/ellint9.svg"></span>
243
244        </p></blockquote></div>
245<p>
246        where <span class="emphasis"><em>x</em></span>, <span class="emphasis"><em>y</em></span>, <span class="emphasis"><em>z</em></span>
247        are nonnegative and at most one of them may be zero.
248      </p>
249<p>
250        Carlson's Elliptic Integral of the Second Kind
251      </p>
252<div class="blockquote"><blockquote class="blockquote"><p>
253          <span class="inlinemediaobject"><img src="../../../equations/ellint10.svg"></span>
254
255        </p></blockquote></div>
256<p>
257        where <span class="emphasis"><em>x</em></span>, <span class="emphasis"><em>y</em></span> are nonnegative, at
258        most one of them may be zero, and <span class="emphasis"><em>z</em></span> must be positive.
259      </p>
260<p>
261        Carlson's Elliptic Integral of the Third Kind
262      </p>
263<div class="blockquote"><blockquote class="blockquote"><p>
264          <span class="inlinemediaobject"><img src="../../../equations/ellint11.svg"></span>
265
266        </p></blockquote></div>
267<p>
268        where <span class="emphasis"><em>x</em></span>, <span class="emphasis"><em>y</em></span>, <span class="emphasis"><em>z</em></span>
269        are nonnegative, at most one of them may be zero, and <span class="emphasis"><em>p</em></span>
270        must be nonzero.
271      </p>
272<p>
273        Carlson's Degenerate Elliptic Integral
274      </p>
275<div class="blockquote"><blockquote class="blockquote"><p>
276          <span class="inlinemediaobject"><img src="../../../equations/ellint12.svg"></span>
277
278        </p></blockquote></div>
279<p>
280        where <span class="emphasis"><em>x</em></span> is nonnegative and <span class="emphasis"><em>y</em></span> is
281        nonzero.
282      </p>
283<div class="note"><table border="0" summary="Note">
284<tr>
285<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../doc/src/images/note.png"></td>
286<th align="left">Note</th>
287</tr>
288<tr><td align="left" valign="top">
289<p>
290          <span class="emphasis"><em>R<sub>C</sub>(x, y) = R<sub>F</sub>(x, y, y)</em></span>
291        </p>
292<p>
293          <span class="emphasis"><em>R<sub>D</sub>(x, y, z) = R<sub>J</sub>(x, y, z, z)</em></span>
294        </p>
295</td></tr>
296</table></div>
297<p>
298        Carlson's Symmetric Integral
299      </p>
300<div class="blockquote"><blockquote class="blockquote"><p>
301          <span class="inlinemediaobject"><img src="../../../equations/ellint27.svg"></span>
302
303        </p></blockquote></div>
304<h5>
305<a name="math_toolkit.ellint.ellint_intro.h3"></a>
306        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.duplication_theorem"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.duplication_theorem">Duplication
307        Theorem</a>
308      </h5>
309<p>
310        Carlson proved in [<a class="link" href="ellint_intro.html#ellint_ref_carlson78">Carlson78</a>]
311        that
312      </p>
313<div class="blockquote"><blockquote class="blockquote"><p>
314          <span class="inlinemediaobject"><img src="../../../equations/ellint13.svg"></span>
315
316        </p></blockquote></div>
317<h5>
318<a name="math_toolkit.ellint.ellint_intro.h4"></a>
319        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.carlson_s_formulas"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.carlson_s_formulas">Carlson's
320        Formulas</a>
321      </h5>
322<p>
323        The Legendre form and Carlson form of elliptic integrals are related by equations:
324      </p>
325<div class="blockquote"><blockquote class="blockquote"><p>
326          <span class="inlinemediaobject"><img src="../../../equations/ellint14.svg"></span>
327
328        </p></blockquote></div>
329<p>
330        In particular,
331      </p>
332<div class="blockquote"><blockquote class="blockquote"><p>
333          <span class="inlinemediaobject"><img src="../../../equations/ellint15.svg"></span>
334
335        </p></blockquote></div>
336<h5>
337<a name="math_toolkit.ellint.ellint_intro.h5"></a>
338        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.miscellaneous_elliptic_integrals"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.miscellaneous_elliptic_integrals">Miscellaneous
339        Elliptic Integrals</a>
340      </h5>
341<p>
342        There are two functions related to the elliptic integrals which otherwise
343        defy categorisation, these are the Jacobi Zeta function:
344      </p>
345<div class="blockquote"><blockquote class="blockquote"><p>
346          <span class="inlinemediaobject"><img src="../../../equations/jacobi_zeta.svg"></span>
347
348        </p></blockquote></div>
349<p>
350        and the Heuman Lambda function:
351      </p>
352<div class="blockquote"><blockquote class="blockquote"><p>
353          <span class="inlinemediaobject"><img src="../../../equations/heuman_lambda.svg"></span>
354
355        </p></blockquote></div>
356<p>
357        Both of these functions are easily implemented in terms of Carlson's integrals,
358        and are provided in this library as <a class="link" href="jacobi_zeta.html" title="Jacobi Zeta Function">jacobi_zeta</a>
359        and <a class="link" href="heuman_lambda.html" title="Heuman Lambda Function">heuman_lambda</a>.
360      </p>
361<h5>
362<a name="math_toolkit.ellint.ellint_intro.h6"></a>
363        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.numerical_algorithms"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.numerical_algorithms">Numerical
364        Algorithms</a>
365      </h5>
366<p>
367        The conventional methods for computing elliptic integrals are Gauss and Landen
368        transformations, which converge quadratically and work well for elliptic
369        integrals of the first and second kinds. Unfortunately they suffer from loss
370        of significant digits for the third kind.
371      </p>
372<p>
373        Carlson's algorithm [<a class="link" href="ellint_intro.html#ellint_ref_carlson79">Carlson79</a>]
374        [<a class="link" href="ellint_intro.html#ellint_ref_carlson78">Carlson78</a>], by contrast, provides
375        a unified method for all three kinds of elliptic integrals with satisfactory
376        precisions.
377      </p>
378<h5>
379<a name="math_toolkit.ellint.ellint_intro.h7"></a>
380        <span class="phrase"><a name="math_toolkit.ellint.ellint_intro.references"></a></span><a class="link" href="ellint_intro.html#math_toolkit.ellint.ellint_intro.references">References</a>
381      </h5>
382<p>
383        Special mention goes to:
384      </p>
385<div class="blockquote"><blockquote class="blockquote"><p>
386          A. M. Legendre, <span class="emphasis"><em>Traité des Fonctions Elliptiques et des Integrales
387          Euleriennes</em></span>, Vol. 1. Paris (1825).
388        </p></blockquote></div>
389<p>
390        However the main references are:
391      </p>
392<div class="orderedlist"><ol class="orderedlist" type="1">
393<li class="listitem">
394            <a name="ellint_ref_AS"></a>M. Abramowitz and I. A. Stegun (Eds.) (1964)
395            Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical
396            Tables, National Bureau of Standards Applied Mathematics Series, U.S.
397            Government Printing Office, Washington, D.C.
398          </li>
399<li class="listitem">
400            <a href="https://dlmf.nist.gov/19" target="_top">NIST Digital Library of Mathematical
401            Functions, Elliptic Integrals, B. C. Carlson</a>
402          </li>
403<li class="listitem">
404            <a name="ellint_ref_carlson79"></a>B.C. Carlson, <span class="emphasis"><em>Computing
405            elliptic integrals by duplication</em></span>, Numerische Mathematik,
406            vol 33, 1 (1979).
407          </li>
408<li class="listitem">
409            <a name="ellint_ref_carlson77"></a>B.C. Carlson, <span class="emphasis"><em>Elliptic Integrals
410            of the First Kind</em></span>, SIAM Journal on Mathematical Analysis,
411            vol 8, 231 (1977).
412          </li>
413<li class="listitem">
414            <a name="ellint_ref_carlson78"></a>B.C. Carlson, <span class="emphasis"><em>Short Proofs
415            of Three Theorems on Elliptic Integrals</em></span>, SIAM Journal on Mathematical
416            Analysis, vol 9, 524 (1978).
417          </li>
418<li class="listitem">
419            <a name="ellint_ref_carlson81"></a>B.C. Carlson and E.M. Notis, <span class="emphasis"><em>ALGORITHM
420            577: Algorithms for Incomplete Elliptic Integrals</em></span>, ACM Transactions
421            on Mathematical Software, vol 7, 398 (1981).
422          </li>
423<li class="listitem">
424            B. C. Carlson, <span class="emphasis"><em>On computing elliptic integrals and functions</em></span>.
425            J. Math. and Phys., 44 (1965), pp. 36-51.
426          </li>
427<li class="listitem">
428            B. C. Carlson, <span class="emphasis"><em>A table of elliptic integrals of the second
429            kind</em></span>. Math. Comp., 49 (1987), pp. 595-606. (Supplement, ibid.,
430            pp. S13-S17.)
431          </li>
432<li class="listitem">
433            B. C. Carlson, <span class="emphasis"><em>A table of elliptic integrals of the third kind</em></span>.
434            Math. Comp., 51 (1988), pp. 267-280. (Supplement, ibid., pp. S1-S5.)
435          </li>
436<li class="listitem">
437            B. C. Carlson, <span class="emphasis"><em>A table of elliptic integrals: cubic cases</em></span>.
438            Math. Comp., 53 (1989), pp. 327-333.
439          </li>
440<li class="listitem">
441            B. C. Carlson, <span class="emphasis"><em>A table of elliptic integrals: one quadratic
442            factor</em></span>. Math. Comp., 56 (1991), pp. 267-280.
443          </li>
444<li class="listitem">
445            B. C. Carlson, <span class="emphasis"><em>A table of elliptic integrals: two quadratic
446            factors</em></span>. Math. Comp., 59 (1992), pp. 165-180.
447          </li>
448<li class="listitem">
449            B. C. Carlson, <span class="emphasis"><em><a href="http://arxiv.org/abs/math.CA/9409227" target="_top">Numerical
450            computation of real or complex elliptic integrals</a></em></span>.
451            Numerical Algorithms, Volume 10, Number 1 / March, 1995, p13-26.
452          </li>
453<li class="listitem">
454            B. C. Carlson and John L. Gustafson, <span class="emphasis"><em><a href="http://arxiv.org/abs/math.CA/9310223" target="_top">Asymptotic
455            Approximations for Symmetric Elliptic Integrals</a></em></span>, SIAM
456            Journal on Mathematical Analysis, Volume 25, Issue 2 (March 1994), 288-303.
457          </li>
458</ol></div>
459<p>
460        The following references, while not directly relevant to our implementation,
461        may also be of interest:
462      </p>
463<div class="orderedlist"><ol class="orderedlist" type="1">
464<li class="listitem">
465            R. Burlisch, <span class="emphasis"><em>Numerical Computation of Elliptic Integrals and
466            Elliptic Functions.</em></span> Numerical Mathematik 7, 78-90.
467          </li>
468<li class="listitem">
469            R. Burlisch, <span class="emphasis"><em>An extension of the Bartky Transformation to Incomplete
470            Elliptic Integrals of the Third Kind</em></span>. Numerical Mathematik
471            13, 266-284.
472          </li>
473<li class="listitem">
474            R. Burlisch, <span class="emphasis"><em>Numerical Computation of Elliptic Integrals and
475            Elliptic Functions. III</em></span>. Numerical Mathematik 13, 305-315.
476          </li>
477<li class="listitem">
478            T. Fukushima and H. Ishizaki, <span class="emphasis"><em><a href="http://adsabs.harvard.edu/abs/1994CeMDA..59..237F" target="_top">Numerical
479            Computation of Incomplete Elliptic Integrals of a General Form.</a></em></span>
480            Celestial Mechanics and Dynamical Astronomy, Volume 59, Number 3 / July,
481            1994, 237-251.
482          </li>
483</ol></div>
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492        Distributed under the Boost Software License, Version 1.0. (See accompanying
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