Three Improvements in Reduction and Computation of Elliptic Integrals
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Volume 107, Number 5, September–October 2002 Journal of Research of the National Institute of Standards and Technology [J. Res. Natl. Inst. Stand. Technol. 107, 413–418 (2002)] Three Improvements in Reduction and Computation of Elliptic Integrals Volume 107 Number 5 September–October 2002 B. C. Carlson Three improvements in reduction and com- for the symmetric elliptic integral of the putation of elliptic integrals are made. 1. first kind. Its usefulness for elliptic inte- Ames Laboratory and Department Reduction formulas, used to express many grals, in particular, is important. of Mathematics, elliptic integrals in terms of a few stan- Iowa State University, dard integrals, are simplified by modifying Key words: computational algorithm; ele- the definition of intermediate “basic inte- Ames, IA 50011-3020 mentary symmetric function; elliptic inte- grals.” 2. A faster than quadratically con- gral; hyperelliptic integral; hypergeometric vergent series is given for numerical R-function; recurrence relations; series computation of the complete symmetric el- expansion. liptic integral of the third kind. 3. A se- ries expansion of an elliptic or hyperelliptic integral in elementary symmetric func- Accepted: August 6, 2002 tions is given, illustrated with numerical co- efficients for terms through degree seven Available online: http://www.nist.gov/jres Foreword Elliptic integrals have many applications, for example references to extensions and generalizations, graphs, in mathematics and physics: brief descriptions of computational methods, a survey of • arclengths of plane curves (ellipse, hyperbola, useful published tables, and sample applications. The Bernoulli’s lemniscate) Web site will include, in addition, interactive visualiza- • surface area of an ellipsoid in 3-dimensional space tions of 3-dimensional surfaces, a mathematics-aware • electric and magnetic fields associated with ellipsoids search engine, a downloading capability for equations, • periodicity of anharmonic oscillators live links to Web sites that provide mathematical soft- • mutual inductance of coaxial circles ware, and a limited facility for generating tables on • age of the universe in a Friedmann model demand. These applications are mentioned in the chapter on el- The DLMF is modeled after the Handbook of Mathe- liptic integrals, written by B. C. Carlson, that will ap- matical Functions, published in 1964 by the National pear in the NIST Digital Library of Mathematical Func- Bureau of Standards with M. Abramowitz and I. A. tions. Stegun as editors. This handbook has been enormously The DLMF is scheduled to begin service in 2003 successful: it has sold more than 500,000 copies, its from a NIST Web site. A hardcover book will be pub- sales remain high, and it is very frequently cited in lished also. These resources will provide a complete journal articles in physics and many other fields. But guide to the higher mathematical functions for use by new properties of the higher functions have been devel- experienced scientific professionals. The book will oped, and new functions have risen in importance in provide mathematical formulas, references to proofs, applications, since the publication of the Abramowitz 413 Volume 107, Number 5, September–October 2002 Journal of Research of the National Institute of Standards and Technology and Stegun handbook. More than half of the old hand- which follows is an example. It is a further development book was devoted to tables, now made obsolete by the of material that appears in Carlson’s DLMF chapter on revolutionary improvements since 1964 in computers elliptic integrals. and software. The need for a modern reference is being filled by more than 30 expert authors who are working Daniel W. Lozier under contract to NIST and supervised by four NIST NIST Mathematical and Computational Sciences editors. The writing is being edited carefully to assure Division consistent style and level of content. Elliptic integrals have long been associated with the name of Legendre. Legendre’s incomplete elliptic inte- 1. Simplified Formulas for Reducing grals are Elliptic Integrals d A large class of elliptic integrals can be written in the F(, k)=͵ , 2 2 0 ͙1 Ϫ k sin form x h n Ϫ ͵ 1/2 mj I(m)= (ai + bi t) (aj + bj t) dt, (1.1) E(, k)=͵ ͙1 Ϫ k 2 sin2 d, y i=1 j=1 0 where m =(m1,...,mn )isann-tuple of integers (posi- and tive, negative or zero), x > y, h = 3 or 4, n Ն h, and the different linear factors are not proportional. The a’s and d b’s may be complex (with the b’s not equal to zero), but ⌸(, ␣ 2, k)=͵ . 2 2 2 2 0 ͙1 Ϫ k sin (1 Ϫ ␣ sin ) the integral is assumed to be well defined, possibly as a Cauchy principal value. In particular the line segment The complete forms of these integrals are obtained by with endpoints ai + bi x and ai + bi y is assumed to lie in setting = /2. the cut plane C\(( Ϫϱ, 0) for 1 Յ i Յ h. ͚n Over a period of more than 35 years, Carlson has We write m = j=1 mj ej , where ej is an n-tuple with 1 published a series of papers that provide valuable new in the jth position and 0’s elsewhere, and we define mathematical and computational foundations for the 0 = (0, ..., 0). Reference [1] gives a general method of subject in terms of the symmetric elliptic integrals reducing I(m) to a linear combination of “basic inte- grals,” defined as I(0), I(Ϫej ), 1 Յ j Յ n, and (if h =4) ϱ Յ Յ 1 ͵ dt I(ek ), 1 k 4. A simple example of such a reduction RF (x, y, z)= , 2 0 s(t) is bi I(ej Ϫ ei )=dji I(Ϫei )+bj I(0), ϱ 3 ͵ dt RD (x, y, z)= , ʦ 2 0 s(t)(t + z) i, j {1, ..., n}, (1.2) where dji = ajbi Ϫ aibj . This equation reduces all 36+72 ϱ 3 ͵ dt integrals in Ref. [2], Eqs. (3.142) and (3.168) and also RJ (x, y, z, p)= 2 2 0 s(t)(t + p) the 18 integrals in Ref. [2], Eq. (3.159) after taking x as a new variable of integration. The basic integrals are where expressed in terms of symmetric standard integrals RF , RD ,andRJ in Ref. [1], Sec. 4. s(t)=͙t + x ͙t + y ͙t + z. The general method first reduces I(m) by Ref. [1], Eq. (2.19) to integrals in which m has at most one The complete forms are obtained by setting x =0.In nonzero component and then uses two recurrence rela- comparison with Legendre’s integrals, Carlson’s inte- tions Ref. [1] Eqs. (3.5) and (3.11) for further reduction grals simplify the reduction of general elliptic integrals to basic integrals. For example, the simplest recurrence to standard forms and open the way to efficient compu- relation is Ref. [1], Eq. (3.11): tations by application of a duplication theorem. q q Ϫ One of the purposes of the DLMF project is to stim- q ͩ ͪ r q r ʦ ގ bi I(qej )= bj dji I(rei ), q . (1.3) ulate research into the theory, computation and applica- r=0 r tion of the higher mathematical functions. The paper 414 Volume 107, Number 5, September–October 2002 Journal of Research of the National Institute of Standards and Technology n ␣ ␣ The b’s appear also in the other two formulas and there- Ϯ1 (i)иииϮs (i) ⌬ mj ˆ ˆ 1 s i = rji , C0(i)=1, CϮs (i)= ␣ иии␣ , fore in all reduction formulas, sometimes in great profu- j=1 1! s ! sion if m is considerably more complicated than in Eq. ji Ϫ n (1.2). 1 Ϯp Ն Ϯp (i)= mj rij , p 1, (1.11) It has been found that the b’s disappear from all three p j=1 formulas, and therefore from all reduction formulas, if ji we define where upper (lower) signs go together and the first sum Iˆ(m)=I(m)/B, Aˆ (m)=A(m)/B, extends over all nonnegative integers ␣1,...,␣s such that ␣1 +2␣2 +...+s␣s = s. A recurrence relation for the n d a a coefficients is mj ij i Ϫ j B = bj , rij = = . (1.4) j=1 bibj bi bj s ˆ ˆ Ն sCϮs (i)= p Ϯp (i) CϮ(sϪp)(i), s 1. (1.12) Here A(m) is the algebraic function p=1 A(m)=fm(x) Ϫ fm(y), (1.5) 2. Algorithms for Complete Elliptic where fm(t) is the integrand of Eq. (1.1). Note that Integrals of the Third Kind Iˆ(0)=I(0). For example, Eq. (1.2) becomes Complications formerly encountered in numerical computation of Legendre’s complete elliptic integral of Iˆ(ej Ϫ ei )=rji Iˆ(Ϫei )+I(0), (1.6) the third kind were avoided by defining and tabulating Heuman’s Lambda function (for circular cases) and a and Eq. (1.3) becomes modification of Jacobi’s Zeta function (for hyperbolic cases). For example, the method of Ref. [3] was later q q Ϫ ˆ ͩ ͪ q r ˆ ʦ ގ superseded by Bartky’s transformation and its applica- I(qej )= rji I(rei ), q . (1.7) r=0 r tion by Bulirsch [4] to his complete integral cel(kc , p, a, b). Bartky’s transformation for the com- The other recurrence relation, Ref. [1], Eq. (3.5), be- plete case of the symmetric integral of the third kind, comes obtained from Ref. [5], Eq. (4.14) with the help of h Ϫ ˆ Ϫ (3 /4)RL (y, z, p)=3RF (0, y, z) pRJ (0, y, z, p), (2q + r)EhϪr (r1j ,...,rhj )I((q 1+r)ej ) r=0 (/2)RK (y, z)=RF (0, y, z), (2.1) h ˆ ͩ ͪ ʦ ޚ Յ Յ =2A qej + ei , q ,1 j n (1.8) i=1 can be written as 2 2 2 2 2 2 where EhϪr is the elementary symmetric function de- RJ (0, gn , an , pn )=snRJ (0, gn+1, an+1, pn+1) fined by 2 2 2 + (3/2pn )RF (0, gn+1, an+1), (2.2) h h k (1 + trij )= t Ek (r1j ,...,rhj ), (1.9) 4 Ϫ 2 2 4 i=1 k=0 where an , gn , pn are positive, sn =(pn an gn )/8pn ,and 2 whence Eh = 0 if 1 Յ j Յ h because rjj =0.