6.11 Elliptic Integrals and Jacobian Elliptic Functions 261
[2,3]
Other methods for computing Dawson s integral are also known .
CITED REFERENCES AND FURTHER READING:
Rybicki, G.B. 1989, Computers in Physics, vol. 3, no. 2, pp. 85 87. [1]
Cody, W.J., Pociorek, K.A., and Thatcher, H.C. 1970, Mathematics of Computation, vol. 24,
pp. 171 178. [2]
McCabe, J.H. 1974, Mathematics of Computation, vol. 28, pp. 811 816. [3]
6.11 Elliptic Integrals and Jacobian Elliptic
Functions
Elliptic integrals occur in many applications, because any integral of the form

R(t, s) dt (6.11.1)
where R is a rational function of t and s, and s is the square root of a cubic or
quartic polynomial in t, can be evaluated in terms of elliptic integrals. Standard
[1]
references describe how to carry out the reduction, which was originally done
by Legendre. Legendre showed that only three basic elliptic integrals are required.
The simplest of these is

x
dt
I1 = (6.11.2)
(a1 + b1t)(a2 + b2t)(a3 + b3t)(a4 + b4t)
y
[2]
where we have written the quartic s2 in factored form. In standard integral tables ,
one of the limits of integration is always a zero of the quartic, while the other limit
lies closer than the next zero, so that there is no singularity within the interval. To
evaluate I1, we simply break the interval [y, x] into subintervals, each of which either
begins or ends on a singularity. The tables, therefore, need only distinguish the eight
cases in which each of the four zeros (ordered according to size) appears as the upper
or lower limit of integration. In addition, when one of the b s in (6.11.2) tends to
zero, the quartic reduces to a cubic, with the largest or smallest singularity moving
to Ä…"; this leads to eight more cases (actually just special cases of the first eight).
The sixteen cases in total are then usually tabulated in terms of Legendre s standard
elliptic integral of the 1st kind, which we will define below. By a change of the
variable of integration t, the zeros of the quartic are mapped to standard locations
on the real axis. Then only two dimensionless parameters are needed to tabulate
Legendre s integral. However, the symmetry of the original integral (6.11.2) under
permutation of the roots is concealed in Legendre s notation. We will get back to
Legendre s notation below. But first, here is a better way:
[3]
Carlson has given a new definition of a standard elliptic integral of the first kind,

"
1 dt
RF (x, y, z) = (6.11.3)
2
(t + x)(t + y)(t + z)
0
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262 Chapter 6. Special Functions
where x, y, and z are nonnegative and at most one is zero. By standardizing the range of
integration, he retains permutation symmetry for the zeros. (Weierstrass canonical form
also has this property.) Carlson first shows that when x or y is a zero of the quartic in
(6.11.2), the integral I1 can be written in terms of RF in a form that is symmetric under
permutation of the remaining three zeros. In the general case when neither x nor y is a
zero, two such RF functions can be combined into a single one by an addition theorem,
leading to the fundamental formula
2 2 2
I1 =2RF (U12, U13, U14)(6.11.4)
where
Uij =(XiXjYkYm + YiYjXkXm)/(x - y)(6.11.5)
Xi =(ai + bix)1/2, Yi =(ai + biy)1/2 (6.11.6)
and i, j, k, m is any permutation of 1, 2, 3, 4. A short-cut in evaluating these expressions is
2 2
U13 = U12 - (a1b4 - a4b1)(a2b3 - a3b2)
(6.11.7)
2 2
U14 = U12 - (a1b3 - a3b1)(a2b4 - a4b2)
The U s correspond to the three ways of pairing the four zeros, and I1 is thus manifestly
symmetric under permutation of the zeros. Equation (6.11.4) therefore reproduces all sixteen
cases when one limit is a zero, and also includes the cases when neither limit is a zero.
Thus Carlson s function allows arbitrary ranges of integration and arbitrary positions of
the branch points of the integrand relative to the interval of integration. To handle elliptic
integrals of the second and third kind, Carlson defines the standard integral of the third kind as

"
3 dt
RJ (x, y, z, p) = (6.11.8)
2
(t + p) (t + x)(t + y)(t + z)
0
which is symmetric in x, y, and z. The degenerate case when two arguments are equal
is denoted
RD(x, y, z) =RJ(x, y, z, z)(6.11.9)
and is symmetric in x and y. The function RD replaces Legendre s integral of the second
kind. The degenerate form of RF is denoted
RC(x, y) =RF (x, y, y)(6.11.10)
It embraces logarithmic, inverse circular, and inverse hyperbolic functions.
[4-7]
Carlson gives integral tables in terms of the exponents of the linear factors of
1 1 3
the quartic in (6.11.1). For example, the integral where the exponents are (1 , ,- ,- )
2 2 2 2
can be expressed as a single integral in terms of RD; it accounts for 144 separate cases in
[2]
Gradshteyn and Ryzhik !
[3-7]
Refer to Carlson s papers for some of the practical details in reducing elliptic
integrals to his standard forms, such as handling complex conjugate zeros.
[8]
Turn now to the numerical evaluation of elliptic integrals. The traditional methods
are Gauss or Landen transformations. Descending transformations decrease the modulus
k of the Legendre integrals towards zero, increasing transformations increase it towards
unity. In these limits the functions have simple analytic expressions. While these methods
converge quadratically and are quite satisfactory for integrals of the first and second kinds,
they generally lead to loss of significant figures in certain regimes for integrals of the third
[9,10]
kind. Carlson s algorithms , by contrast, provide a unified method for all three kinds
with no significant cancellations.
The key ingredient in these algorithms is the duplication theorem:
RF (x, y, z) =2RF (x + , y + , z + )

(6.11.11)
x +  y +  z + 
= RF , ,
4 4 4
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6.11 Elliptic Integrals and Jacobian Elliptic Functions 263
where
 =(xy)1/2 +(xz)1/2 +(yz)1/2 (6.11.12)
[11]
This theorem can be proved by a simple change of variable of integration . Equation
(6.11.11) is iterated until the arguments of RF are nearly equal. For equal arguments we have
RF (x, x, x) =x-1/2 (6.11.13)
When the arguments are close enough, the function is evaluated from a fixed Taylor expansion
about (6.11.13) through fifth-order terms. While the iterative part of the algorithm is only
linearly convergent, the error ultimately decreases by a factor of 46 = 4096 for each iteration.
Typically only two or three iterations are required, perhaps six or seven if the initial values
of the arguments have huge ratios. We list the algorithm for RF here, and refer you to
[9]
Carlson s paper for the other cases.
Stage 1: For n = 0, 1, 2, . . . compute
µn =(xn + yn + zn)/3
Xn =1 - (xn/µn), Yn =1 - (yn/µn), Zn =1 - (zn/µn)
n =max(|Xn|, |Yn|, |Zn|)
If n < tol go to Stage 2; else compute
n =(xnyn)1/2 +(xnzn)1/2 +(ynzn)1/2
xn+1 =(xn + n)/4, yn+1 =(yn + n)/4, zn+1 =(zn + n)/4
and repeat this stage.
Stage 2: Compute
2
E2 = XnYn - Zn, E3 = XnYnZn
2
1 1 1 3
RF =(1 - E2 + E3 + E2 - E2E3)/(µn)1/2
10 14 24 44
In some applications the argument p in RJ or the argument y in RC is negative, and the
Cauchy principal value of the integral is required. This is easily handled by using the formulas
RJ(x, y,z, p) =
[(ł - y)RJ(x, y, z, ł) - 3RF (x, y, z) +3RC(xz/y, pł/y)] /(y - p)
(6.11.14)
where
(z - y)(y - x)
Å‚ a" y + (6.11.15)
y - p
is positive if p is negative, and
1/2
x
RC(x, y) = RC(x - y, -y)(6.11.16)
x - y
The Cauchy principal value of RJ has a zero at some value of p <0, so (6.11.14) will give
some loss of significant figures near the zero.
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264 Chapter 6. Special Functions
#include
#include "nrutil.h"
#define ERRTOL 0.08
#define TINY 1.5e-38
#define BIG 3.0e37
#define THIRD (1.0/3.0)
#define C1 (1.0/24.0)
#define C2 0.1
#define C3 (3.0/44.0)
#define C4 (1.0/14.0)
float rf(float x, float y, float z)
Computes Carlson s elliptic integral of the first kind, RF (x, y, z). x, y, and z must be nonneg-
ative, and at most one can be zero.TINYmust be at least 5 times the machine underflow limit,
BIGat most one fifth the machine overflow limit.
{
float alamb,ave,delx,dely,delz,e2,e3,sqrtx,sqrty,sqrtz,xt,yt,zt;
if (FMIN(FMIN(x,y),z) < 0.0 || FMIN(FMIN(x+y,x+z),y+z) < TINY ||
FMAX(FMAX(x,y),z) > BIG)
nrerror("invalid arguments in rf");
xt=x;
yt=y;
zt=z;
do {
sqrtx=sqrt(xt);
sqrty=sqrt(yt);
sqrtz=sqrt(zt);
alamb=sqrtx*(sqrty+sqrtz)+sqrty*sqrtz;
xt=0.25*(xt+alamb);
yt=0.25*(yt+alamb);
zt=0.25*(zt+alamb);
ave=THIRD*(xt+yt+zt);
delx=(ave-xt)/ave;
dely=(ave-yt)/ave;
delz=(ave-zt)/ave;
} while (FMAX(FMAX(fabs(delx),fabs(dely)),fabs(delz)) > ERRTOL);
e2=delx*dely-delz*delz;
e3=delx*dely*delz;
return (1.0+(C1*e2-C2-C3*e3)*e2+C4*e3)/sqrt(ave);
}
A value of 0.08 for the error tolerance parameter is adequate for single precision (7
significant digits). Since the error scales as 6 , we see that 0.0025 will yield double precision
n
(16 significant digits) and require at most two or three more iterations. Since the coefficients
of the sixth-order truncation error are different for the other elliptic functions, these values for
the error tolerance should be changed to 0.04 and 0.0012 in the algorithm for RC, and 0.05 and
0.0015 for RJ and RD. As well as being an algorithm in its own right for certain combinations
of elementary functions, the algorithm for RC is used repeatedly in the computation of RJ .
TheCimplementations test the input arguments against two machine-dependent con-
stants, TINYandBIG, to ensure that there will be no underflow or overflow during the
computation. We have chosen conservative values, corresponding to a machine minimum of
3 × 10-39 and a machine maximum of 1.7 × 1038. You can always extend the range of
admissible argument values by using the homogeneity relations (6.11.22), below.
#include
#include "nrutil.h"
#define ERRTOL 0.05
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6.11 Elliptic Integrals and Jacobian Elliptic Functions 265
#define TINY 1.0e-25
#define BIG 4.5e21
#define C1 (3.0/14.0)
#define C2 (1.0/6.0)
#define C3 (9.0/22.0)
#define C4 (3.0/26.0)
#define C5 (0.25*C3)
#define C6 (1.5*C4)
float rd(float x, float y, float z)
Computes Carlson s elliptic integral of the second kind, RD(x, y, z). x and y must be non-
negative, and at most one can be zero. z must be positive.TINYmust be at least twice the
negative 2/3 power of the machine overflow limit.BIGmust be at most 0.1 ×ERRTOLtimes
the negative 2/3 power of the machine underflow limit.
{
float alamb,ave,delx,dely,delz,ea,eb,ec,ed,ee,fac,sqrtx,sqrty,
sqrtz,sum,xt,yt,zt;
if (FMIN(x,y) < 0.0 || FMIN(x+y,z) < TINY || FMAX(FMAX(x,y),z) > BIG)
nrerror("invalid arguments in rd");
xt=x;
yt=y;
zt=z;
sum=0.0;
fac=1.0;
do {
sqrtx=sqrt(xt);
sqrty=sqrt(yt);
sqrtz=sqrt(zt);
alamb=sqrtx*(sqrty+sqrtz)+sqrty*sqrtz;
sum += fac/(sqrtz*(zt+alamb));
fac=0.25*fac;
xt=0.25*(xt+alamb);
yt=0.25*(yt+alamb);
zt=0.25*(zt+alamb);
ave=0.2*(xt+yt+3.0*zt);
delx=(ave-xt)/ave;
dely=(ave-yt)/ave;
delz=(ave-zt)/ave;
} while (FMAX(FMAX(fabs(delx),fabs(dely)),fabs(delz)) > ERRTOL);
ea=delx*dely;
eb=delz*delz;
ec=ea-eb;
ed=ea-6.0*eb;
ee=ed+ec+ec;
return 3.0*sum+fac*(1.0+ed*(-C1+C5*ed-C6*delz*ee)
+delz*(C2*ee+delz*(-C3*ec+delz*C4*ea)))/(ave*sqrt(ave));
}
#include
#include "nrutil.h"
#define ERRTOL 0.05
#define TINY 2.5e-13
#define BIG 9.0e11
#define C1 (3.0/14.0)
#define C2 (1.0/3.0)
#define C3 (3.0/22.0)
#define C4 (3.0/26.0)
#define C5 (0.75*C3)
#define C6 (1.5*C4)
#define C7 (0.5*C2)
#define C8 (C3+C3)
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266 Chapter 6. Special Functions
float rj(float x, float y, float z, float p)
Computes Carlson s elliptic integral of the third kind, RJ (x, y, z, p). x, y, and z must be
nonnegative, and at most one can be zero. p must be nonzero. If p <0, the Cauchy principal
value is returned. TINYmust be at least twice the cube root of the machine underflow limit,
BIGat most one fifth the cube root of the machine overflow limit.
{
float rc(float x, float y);
float rf(float x, float y, float z);
float a,alamb,alpha,ans,ave,b,beta,delp,delx,dely,delz,ea,eb,ec,
ed,ee,fac,pt,rcx,rho,sqrtx,sqrty,sqrtz,sum,tau,xt,yt,zt;
if (FMIN(FMIN(x,y),z) < 0.0 || FMIN(FMIN(FMIN(x+y,x+z),y+z),fabs(p)) < TINY
|| FMAX(FMAX(FMAX(x,y),z),fabs(p)) > BIG)
nrerror("invalid arguments in rj");
sum=0.0;
fac=1.0;
if (p > 0.0) {
xt=x;
yt=y;
zt=z;
pt=p;
} else {
xt=FMIN(FMIN(x,y),z);
zt=FMAX(FMAX(x,y),z);
yt=x+y+z-xt-zt;
a=1.0/(yt-p);
b=a*(zt-yt)*(yt-xt);
pt=yt+b;
rho=xt*zt/yt;
tau=p*pt/yt;
rcx=rc(rho,tau);
}
do {
sqrtx=sqrt(xt);
sqrty=sqrt(yt);
sqrtz=sqrt(zt);
alamb=sqrtx*(sqrty+sqrtz)+sqrty*sqrtz;
alpha=SQR(pt*(sqrtx+sqrty+sqrtz)+sqrtx*sqrty*sqrtz);
beta=pt*SQR(pt+alamb);
sum += fac*rc(alpha,beta);
fac=0.25*fac;
xt=0.25*(xt+alamb);
yt=0.25*(yt+alamb);
zt=0.25*(zt+alamb);
pt=0.25*(pt+alamb);
ave=0.2*(xt+yt+zt+pt+pt);
delx=(ave-xt)/ave;
dely=(ave-yt)/ave;
delz=(ave-zt)/ave;
delp=(ave-pt)/ave;
} while (FMAX(FMAX(FMAX(fabs(delx),fabs(dely)),
fabs(delz)),fabs(delp)) > ERRTOL);
ea=delx*(dely+delz)+dely*delz;
eb=delx*dely*delz;
ec=delp*delp;
ed=ea-3.0*ec;
ee=eb+2.0*delp*(ea-ec);
ans=3.0*sum+fac*(1.0+ed*(-C1+C5*ed-C6*ee)+eb*(C7+delp*(-C8+delp*C4))
+delp*ea*(C2-delp*C3)-C2*delp*ec)/(ave*sqrt(ave));
if (p <= 0.0) ans=a*(b*ans+3.0*(rcx-rf(xt,yt,zt)));
return ans;
}
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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
6.11 Elliptic Integrals and Jacobian Elliptic Functions 267
#include
#include "nrutil.h"
#define ERRTOL 0.04
#define TINY 1.69e-38
#define SQRTNY 1.3e-19
#define BIG 3.e37
#define TNBG (TINY*BIG)
#define COMP1 (2.236/SQRTNY)
#define COMP2 (TNBG*TNBG/25.0)
#define THIRD (1.0/3.0)
#define C1 0.3
#define C2 (1.0/7.0)
#define C3 0.375
#define C4 (9.0/22.0)
float rc(float x, float y)
Computes Carlson s degenerate elliptic integral, RC(x, y). x must be nonnegative and y must
be nonzero. If y < 0, the Cauchy principal value is returned. TINYmust be at least 5 times
the machine underflow limit,BIGat most one fifth the machine maximum overflow limit.
{
float alamb,ave,s,w,xt,yt;
if (x < 0.0 || y == 0.0 || (x+fabs(y)) < TINY || (x+fabs(y)) > BIG ||
(y<-COMP1 && x > 0.0 && x < COMP2))
nrerror("invalid arguments in rc");
if (y > 0.0) {
xt=x;
yt=y;
w=1.0;
} else {
xt=x-y;
yt = -y;
w=sqrt(x)/sqrt(xt);
}
do {
alamb=2.0*sqrt(xt)*sqrt(yt)+yt;
xt=0.25*(xt+alamb);
yt=0.25*(yt+alamb);
ave=THIRD*(xt+yt+yt);
s=(yt-ave)/ave;
} while (fabs(s) > ERRTOL);
return w*(1.0+s*s*(C1+s*(C2+s*(C3+s*C4))))/sqrt(ave);
}
At times you may want to express your answer in Legendre s notation. Alter-
natively, you may be given results in that notation and need to compute their values
with the programs given above. It is a simple matter to transform back and forth.
The Legendre elliptic integral of the 1st kind is defined as

Ć
d¸
F (Ć, k) a" (6.11.17)
0 - k2 sin2 ¸
1
The complete elliptic integral of the 1st kind is given by
K(k) a" F (Ä„/2, k)(6.11.18)
In terms of RF ,
F (Ć, k) =sin ĆRF (cos2 Ć, 1 - k2 sin2 Ć, 1)
(6.11.19)
K(k) =RF (0, 1 - k2, 1)
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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
268 Chapter 6. Special Functions
The Legendre elliptic integral of the 2nd kind and the complete elliptic integral of
the 2nd kind are given by

Ć

E(Ć, k) a" 1 - k2 sin2 ¸ d¸
0
=sin ĆRF (cos2 Ć, 1 - k2 sin2 Ć, 1)
(6.11.20)
1
- k2 sin3 ĆRD(cos2 Ć, 1 - k2 sin2 Ć, 1)
3
1
E(k) a" E(Ä„/2, k) =RF (0, 1 - k2, 1) - k2RD(0, 1 - k2, 1)
3
Finally, the Legendre elliptic integral of the 3rd kind is

Ć
d¸
(Ć, n, k) a"
0 (1 + n sin2 ¸) 1 - k2 sin2 ¸
(6.11.21)
=sin ĆRF (cos2 Ć, 1 - k2 sin2 Ć, 1)
1
- n sin3 ĆRJ (cos2 Ć, 1 - k2 sin2 Ć, 1, 1+n sin2 Ć)
3
[12]
(Note that this sign convention for n is opposite that of Abramowitz and Stegun ,
and that their sin Ä… is our k.)
#include
#include "nrutil.h"
float ellf(float phi, float ak)
Legendre elliptic integral of the 1st kind F (Ć, k), evaluated using Carlson s function RF . The
argument ranges are 0 d" Ć d" Ą/2, 0 d" k sin Ć d" 1.
{
float rf(float x, float y, float z);
float s;
s=sin(phi);
return s*rf(SQR(cos(phi)),(1.0-s*ak)*(1.0+s*ak),1.0);
}
#include
#include "nrutil.h"
float elle(float phi, float ak)
Legendre elliptic integral of the 2nd kind E(Ć, k), evaluated using Carlson s functions RD and
RF . The argument ranges are 0 d" Ć d" Ą/2, 0 d" k sin Ć d" 1.
{
float rd(float x, float y, float z);
float rf(float x, float y, float z);
float cc,q,s;
s=sin(phi);
cc=SQR(cos(phi));
q=(1.0-s*ak)*(1.0+s*ak);
return s*(rf(cc,q,1.0)-(SQR(s*ak))*rd(cc,q,1.0)/3.0);
}
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Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
6.11 Elliptic Integrals and Jacobian Elliptic Functions 269
#include
#include "nrutil.h"
float ellpi(float phi, float en, float ak)
Legendre elliptic integral of the 3rd kind (Ć, n, k), evaluated using Carlson s functions RJ and
RF . (Note that the sign convention on n is opposite that of Abramowitz and Stegun.) The
ranges of Ć and k are 0 d" Ć d" Ą/2, 0 d" k sin Ć d" 1.
{
float rf(float x, float y, float z);
float rj(float x, float y, float z, float p);
float cc,enss,q,s;
s=sin(phi);
enss=en*s*s;
cc=SQR(cos(phi));
q=(1.0-s*ak)*(1.0+s*ak);
return s*(rf(cc,q,1.0)-enss*rj(cc,q,1.0,1.0+enss)/3.0);
}
1 3
Carlson s functions are homogeneous of degree - and - , so
2 2
RF (x, y, z) =-1/2RF (x, y, z)
(6.11.22)
RJ (x, y, z, p) =-3/2RJ (x, y, z, p)
Thus to express a Carlson function in Legendre s notation, permute the first three
arguments into ascending order, use homogeneity to scale the third argument to be
1, and then use equations (6.11.19) (6.11.21).
Jacobian Elliptic Functions
The Jacobian elliptic function sn is defined as follows: instead of considering
the elliptic integral
u(y, k) a" u = F (Ć, k)(6.11.23)
consider the inverse function
y =sin Ć = sn(u, k)(6.11.24)
Equivalently,

sn
dy
u = (6.11.25)
(1
0 - y2)(1 - k2y2)
When k =0, sn is just sin. The functions cn and dn are defined by the relations
sn2 + cn2 =1, k2sn2 + dn2 =1 (6.11.26)
2
The routine given below actually takes mc a" kc =1 - k2 as an input parameter.
It also computes all three functions sn, cn, and dn since computing all three is no
[8]
harder than computing any one of them. For a description of the method, see .
http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America).
readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website
Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-
Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software.
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
270 Chapter 6. Special Functions
#include
#define CA 0.0003 The accuracy is the square ofCA.
void sncndn(float uu, float emmc, float *sn, float *cn, float *dn)
Returns the Jacobian elliptic functions sn(u, kc), cn(u, kc), and dn(u, kc). Hereuu= u, while
2
emmc = kc .
{
float a,b,c,d,emc,u;
float em[14],en[14];
int i,ii,l,bo;
emc=emmc;
u=uu;
if (emc) {
bo=(emc < 0.0);
if (bo) {
d=1.0-emc;
emc /= -1.0/d;
u *= (d=sqrt(d));
}
a=1.0;
*dn=1.0;
for (i=1;i<=13;i++) {
l=i;
em[i]=a;
en[i]=(emc=sqrt(emc));
c=0.5*(a+emc);
if (fabs(a-emc) <= CA*a) break;
emc *= a;
a=c;
}
u *= c;
*sn=sin(u);
*cn=cos(u);
if (*sn) {
a=(*cn)/(*sn);
c *= a;
for (ii=l;ii>=1;ii--) {
b=em[ii];
a *= c;
c *= (*dn);
*dn=(en[ii]+a)/(b+a);
a=c/b;
}
a=1.0/sqrt(c*c+1.0);
*sn=(*sn >= 0.0 ? a : -a);
*cn=c*(*sn);
}
if (bo) {
a=(*dn);
*dn=(*cn);
*cn=a;
*sn /= d;
}
} else {
*cn=1.0/cosh(u);
*dn=(*cn);
*sn=tanh(u);
}
}
http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America).
readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website
Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-
Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software.
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)
6.12 Hypergeometric Functions 271
CITED REFERENCES AND FURTHER READING:
Erdélyi, A., Magnus, W., Oberhettinger, F., and Tricomi, F.G. 1953, Higher Transcendental
Functions, Vol. II, (New York: McGraw-Hill). [1]
Gradshteyn, I.S., and Ryzhik, I.W. 1980, Table of Integrals, Series, and Products (New York:
Academic Press). [2]
Carlson, B.C. 1977, SIAM Journal on Mathematical Analysis, vol. 8, pp. 231 242. [3]
Carlson, B.C. 1987, Mathematics of Computation, vol. 49, pp. 595 606 [4]; 1988, op. cit., vol. 51,
pp. 267 280 [5]; 1989, op. cit., vol. 53, pp. 327 333 [6]; 1991, op. cit., vol. 56, pp. 267 280.
[7]
Bulirsch, R. 1965, Numerische Mathematik, vol. 7, pp. 78 90; 1965, op. cit., vol. 7, pp. 353 354;
1969, op. cit., vol. 13, pp. 305 315. [8]
Carlson, B.C. 1979, Numerische Mathematik, vol. 33, pp. 1 16. [9]
Carlson, B.C., and Notis, E.M. 1981, ACM Transactions on Mathematical Software, vol. 7,
pp. 398 403. [10]
Carlson, B.C. 1978, SIAM Journal on Mathematical Analysis, vol. 9, p. 524 528. [11]
Abramowitz, M., and Stegun, I.A. 1964, Handbook of Mathematical Functions, Applied Mathe-
matics Series, Volume 55 (Washington: National Bureau of Standards; reprinted 1968 by
Dover Publications, New York), Chapter 17. [12]
Mathews, J., and Walker, R.L. 1970, Mathematical Methods of Physics, 2nd ed. (Reading, MA:
W.A. Benjamin/Addison-Wesley), pp. 78 79.
6.12 Hypergeometric Functions
As was discussed in ż5.14, a fast, general routine for the the complex hyperge-
ometric function F1(a, b, c; z), is difficult or impossible. The function is defined as
2
the analytic continuation of the hypergeometric series,
ab z a(a +1)b(b +1) z2
F1(a, b, c; z) =1 + + + · · ·
2
c 1! c(c +1) 2!
a(a +1) . . . (a + j - 1)b(b +1) . . . (b + j - 1) zj
+ + · · ·
c(c +1) . . . (c + j - 1) j!
(6.12.1)
[1]
This series converges only within the unit circle |z| < 1 (see ), but one s interest
in the function is not confined to this region.
Section 5.14 discussed the method of evaluating this function by direct path
integration in the complex plane. We here merely list the routines that result.
Implementation of the functionhypgeois straightforward, and is described by
comments in the program. The machinery associated with Chapter 16 s routine for
integrating differential equations,odeint, is only minimally intrusive, and need not
even be completely understood: use ofodeintrequires one zeroed global variable,
one function call, and a prescribed format for the derivative routinehypdrv.
The functionhypgeowill fail, of course, for values of z too close to the
singularity at 1. (If you need to approach this singularity, or the one at ", use the
[1]
 linear transformation formulas in ż15.3 of .) Away from z =1, and for moderate
values of a, b, c, it is often remarkable how few steps are required to integrate the
equations. A half-dozen is typical.
http://www.nr.com or call 1-800-872-7423 (North America only), or send email to directcustserv@cambridge.org (outside North America).
readable files (including this one) to any server computer, is strictly prohibited. To order Numerical Recipes books or CDROMs, visit website
Permission is granted for internet users to make one paper copy for their own personal use. Further reproduction, or any copying of machine-
Copyright (C) 1988-1992 by Cambridge University Press. Programs Copyright (C) 1988-1992 by Numerical Recipes Software.
Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)


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