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FORTRAN

SUBPROGRAMS

FOR

COMPLETE

ELLIPTIC

INTEGRALS

by

F.

I.

Zonis

RCA
Laboratories
Princeton,
New
Jersey

The Research
discussed
in this
paper
was partially
by The National
Aeronautics
and
Space
Administration,
Research
Center,
California,
under
Contract
Number

sponsored
Ames
NAS2-3772.

GENERAL

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pictures

has been

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statements refer to:

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sponsoring

DISCLAIMER

It

and is the best

graphs,

charts

and/or

and white.

by the original
legible

parameters.

source.

due to the historical

it is the best reproduction

nature

available

IiCA LABOP_&TOillES
Radio

Corporation

Princeton_

FORTP_AN

SUBPROCPv_[S

of

An",erica

Ne_. Jersey

FOi_ CO_._PLETE ELLIPTIC

IN'fEC-RALS

by
F.

I. Zonis

ABSTRACT

Fortran

I7

elliptic
These
entire

subprograms

integrals

subprograms
range

of

of

have
the

exhibit
definition.

been

first
an

developed
and

second

er_'or no

for

eva]uating

kinds

greater

on

than

the
2

the
RCA

(].0)-8

compleLe

601
over

computer.
the

DEFINITIONS
The complete elliptic

integral

of the first

kind is defined as

1
K(m) = J

[(I

t 2) (i-

mt2)] -I/2

dt

(i)
,-,/2
=

-112

(1

m sin2

(_)

d_,

and

the

complete

elliptic

E(m)

integral

1
wr

(1

of

the

)-1/2

t 2

setond

(1

kind

mt

)1/2

is

defined

as

dt

(2)
,1/2

,f
0

In

the above

tity

expressions

is related

to

the

is

the

modulus

parameter

k and

the modular

m = k2 =

One

may

modulus

also
k'

define
through

the
the

of

the

integrals.

an$__

by

This
the

quan-

relations

sin 2 _.

(3)

complementarv_p2!rameter

m1

and

_]ementar

relations

ml=

1 -m

(4)
2
=

2
=

(k')

--

--

cos

(Z

---

The
of

user

is

cautioned

tile modu].us

that

many

texts

define

complete

ilnations
matical

integrals

in

terms

k.

PROGKA_[!NG

The

elliptic

elliptic

given

by

integrals

Equations

are

NETUOD

evaluated

17.3.34

and

using

17.3.36

of

the

polynomial

tile Handbook

Functions:(1)

17.3.34

K(m)

[ao'Falml-F...+a4ml4]

+b4ml _]

*,n (1/m 1) +

e(m)

Ic(m)l

1.38629

436]_1.2

[ho+b]ml+.

< 2
x_

1{)-8

.5

aI =

.09666

344259

bI =

.12L198

a2 =

.03590

092383

b2 =

.06880

a3 =

.03742

563713

b3 =

.03328

a4 =

.01451

196212

b4 =

.00441

593597
2_8576
355346
787012

17.3.36

E(m)

[]-lalml+...-l_4m]4]

b4m]4 ]

(I/ml)

[blml+.-.

(m)

le(m)I

<

2 x

10 -8
368310

aI =

._4325

1.41463

bI =

.2L_998

a2 =

.06260

601220

b2 =

.09200

a3 =

.04757

383546

b3 =

.04069

a4 =

.0]736

506f151

b4 =

.00526

180037
697526
449639

- 2

approx-

of Idathe-

Listings of the subprograms are given in Figures 1 and 2. In these subprograms the Fortran floating point variable B plays the role of the complementary
RCA

601

Fortran

accuracy
arithm
the

parameter

halt
will

m I.

II
if

The

package

]I-B] <

maintain

natural

nolnnally
i0-2.

In

sufficient

logarithm
causes

the

subroutine

loss

present

accuracy

of

case_

when

used

Z
i

b.i mli

LOG(B)

in

significant
however_

in an

the

figure
the

log-

expression

of

form

a.l mli

- _n

(ml)

with

'i

?. a i m I

so

that

of

accuracy

call

the

result
halt

will
was

be

accurate

inhibited

in

by

placing

point

R.

elliptic
the

Fortran

W.

integrals

terms

ELK(B)

arithmetic

complementary

tion

full

these

significance.

subprograms

Thus

by using

the

the

special

are

evaluated

to

of

and

the

the

This

loss

and

second

respectively_
Note

B = m I.

avoid

first

ELE(B)_

expression.

parameter

Klopfenstein;

PROCEI)UP_

of

that
was

the

done_

accuracy

in any
calls
on

in

kind

are

the

floatingin

texnns of

suggestion

the machine

of

computa-

of

--I - (I - B)
when
B is kno_m
..,...
tegras

are

EXA_IPLE:

to

full

evaluated

To

evaluate

C -- K
with

loss

BYIb_SS (LOG_ B).

complete

the

b.l ml

to

CALLING

The

A_

B_

and

accuracy.

in

terms

the

of

in

Figures

i and

2 that

the

in-

B.)

expresszon

(_, = A)

D |_no_m_

(Note

(S)

one

could

(m I =

B) +

_,rite

the

- 3

2 K

(_ -- D)

Fortran

statement

(6a)

C =

ELK

(1.0

- A)

q-. ELE

EPd_OR

B must

satisfy

0 <

outside

these

limits

The

job

is

For

B = 0

equal

then

in

to

for

(B)

and

the

AND

ELK

error

teml_inated

ELE

1.0_

STOPS

B < i
an

(B)

2.0

ELK

SPECI_AL

(B) and

message

(COS

DF

(D)

**

2)

I for

ELE

(B).

(6b)

COXDI%ION

0 <

B <

is printed

giving

the

For

value

of

B.

vTith a dump

polynomial

control

is

approximatio_

returned

to

is bypassed:

tile calling

ELE

is

set

program.

ACCUIbICY

Provided
and

ELK

is

will

in

the

In

testing

to

exhibit

ninth

accuracy

given

full

an

error

significant

the
was

ELK

(i.e,j

of no

significant
more

than

figures)
accuracy;
ELE
-8
(10)
; that is_ 2 units

figure,

programj

obtained.

two

situations

First_

as would

were

be

encountered

epected;

where

calls

of

poorer

the

form

ELK

(I.0-

(i.0-

B)_

"th

same

above
B

number

form

of

of
the

is available.
significant

This

due

is

illustrated

there
[See

small

B yielded

is

results

which

_Tere accurate

to

call

to

should

of

as

be avoided

calls

figures
loss

figures

of

of

the

when

when
in

COS

(I.0-

the

fonlt ELK

accuracy

significance

(].0-

B)I.

complementary

(COS

DF

(D)

D was

very

DF

thcse

at

Thus_

**

close

the

parameter
2)

lost

to 90 .

values_

as

is

be] ow.

not
is

significant

Second_

several

ELE

for

no

17.3.36

subject
constant
of

to

the
temn

Reference

same
in

loss

of

significance

polynomial

which

(1).]

-4

since

m_Itiplies

in this
the

program

logarithm.

TESTINC-

Both

ELI( and

m =

10-5 _

ELE

were

10-4 _ 10-3_

l 0 -2j

O_ =

Tile results

The

are

computed

17.2

of

program
ELK

evaluated

(10)

80

were
(i)

described

below..

and

ELE

It

can

the

be

The

SECOND

shows

9
the

both

of m.

computed

shows

the

error

by

columns

the

in Figure

8,

of

the

printed

order

range

to

obtain

cove_'ed

accurate

__n the

tables_

special

0.99999

the

3 through

8 give

(10)

Tables

double

follov_ing

17.1

anJ

precision

computed

values

of

(7)

the

elliptic

integral

to 90 .

That

seen

error

in

the

Note

when

of

special

-5

ELK

of

this

be

ev-o.luation of

TEST

specified

can

cosine.

out

values

0.9999_

from

maintain

the

of

_.

integral.

evaluation
gives

m and

degrees

taken

E exact )

the

SPEC]AL

In

_. close

cosine

results

message

computed

]loweverj

value

figures

of

8.

values

elliptic

for

89.9

with

Ecomp"

values

0.999_

(01)

subprograms

co].umn headed

significant

Figure

that

in the

the

89

in Figures

the

significance

the
of

of

range

significance

figure

value

seen

some

8 where

of

the

entire

looses
of

is

following

3 through

or values

A =

where

(1)

compared

Reference

the

0.1(0.05)0,9(0.0])0.99j

shov:n in Figures

values

FIRST

for

accuracy
the

is

first

due

in Figures
ninth

(90 )

(_. =
was

kind
loss

6through

significant

in particular

ELE

to a

over

the

90 ) and

loss

also

called.

PROGtL_,I

the

elliptic

test

prograu_

integra]s
was

outside

written

in

the
double

precision for the 70/45 Phase I Basic Time Sl_i!_g


is shownas Figure I0.

System. This program

This program uses Equation (8) to obtain thre-e stages of reduction of the
parameter m:

x+

, j_ :_ o, i_ 2

(8)

I i - /][ - m i 12

_lere

Ill

(9)

I11

and

m.

< m.

1 -t. 1

Next_

K(m3)

774.2

of

are

and

rapidly,

17.3.29
K(m)

ues

17.3.30

E(m)_

to

13

To

obtain

evaluated

using

reduction

on m

even

of Reference

the

results

Comparison

significant

with

Figure

this

inserted
table

12;

significant

between
N

very

(i)

series

close

are

to

applied

expansions

773.2

that

these

1.)

Final ly_

three

and

expansions

times

Equations

to

obtain

obtained
tabulated

from

this

values

program

show

the

for

selected

results

are

val-

accurate

figures.

the

35

was

for m

the

assures

respectively.

I] shows

of m.

are
(The

convergent_

and

and

Figure

E(m3)

lheight. (2)

(10)

_.

M =

SIN(I.5707963267948966*M/90)**2

statements

represents
figure

statement

30 and

the modu]ar

accuracy

was

40

ang]c

obtained

6_

in

the

test

program.

(in degrees).
over

the_ entire

Better
range.

Thus>
titan 9

in

The coding p_ocedure used in the test program was not used in the subprograms since it

requires more code and takes longer to execute.

ACKNO_JI,ED G_ENT

The
many

author

would

valuable

like

to

suggestions

thank
in

R. W.

the

Klopfenstein

coding

of

these

and

J.

R.

Golden

for

functions.

REFERENCF.S

M.

Abramowitz

Functions_
55;
1

GPO,

and
National

Washington_

I. A.

Steguh

Bureau
D.

C._

of

(Ed.);

Handbook

Standards_

Applied

of

Mathematical
Mathematics

Series

1964.

H. B. D<.J;.ght;Tables
of InteF_z-a]s
Ed._ Macmillan;
New York;
1961.

and

Ot]_er Mathematfcal

Data;

4th

/:
i

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COMPLZTE

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L=S5

Et.LIPTIC

INTEGRAL

OF

F|

R'-_'i.

KIND

THA_d 0.00000002

FUNCTION
EL<(,3)
cog
F
I t" (-J)
130,183,130
I00
ir (1.O-Y)
1JJ,L1J,tl]
0,3 74256571
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1
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_8+1'38629456)
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B)
Rt-TgRN
130
RY PARAME ER
9O0 FUR'IAT(ZT,-_OCOHPLE,4FI.;TA
X
EI8 ,9 , 38H tS
ITzD)
CALL
PHDUHP

Figure

1.

)*B+O , 05590092
38 )_'B
( (0, O044 t787012`''B
","0,.124965936)_'B':_0,5)

4:,
3UI

OF RANGE

IN

ELK_JOg

TsRHINA

_30HPJ

LE
C
C
C
C
C

OOOO01
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JOHPLETE

ERROR

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100
110

O0000o
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130
90O

O0000V
OUO010
OiO01L
000012

140

E-LLIPTIC

LESS

THAN

INTEL_RAL

OF

S_CON,I

KIND

0.00006002

FUNCTION
61.E(_)
LUG
Ir (6) 130,i_0,130
I_ (i.O-B)
130,110,110
ELE=((((O,OIv3659645.H_O.O475738355),D._O.O626060122),B
1
0.443251415)*B_1.0)_((((O.OO520449639*3_O.O4069697_J}*B
+0 .0920 U!dOD4 )*_+0,2499C, 3683) P_,)"-"BYPASS ( LOG, B)
R E T 'J R N
PRI:_T
9OO,U
FUR IAT(//HOCOHPLEHENTARY
PARAMETER
_=_
X
EIS,9,36H
IS JUT OF RANGE
IN
ll r-I)_
.",RL L P I:iL1U.',_
P
!-"
t E _:.i..
0
_-ToRN
F ND

Figure

2.

ELK:,JO_

TERHJNt,

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O.OOOO0

1,570796_

O.O0001

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SECOND

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