/// <summary>
/// Carlson's symmetric form of elliptical integrals
/// <para>R<sub>J</sub>(x,y,z,p) = (3/2) * ∫ dt/((t+p)*Sqrt((t+x)(t+y)(t+z))), t={0,∞}</para>
/// </summary>
/// <param name="x">Argument. Requires finite x >= 0</param>
/// <param name="y">Argument. Requires finite y >= 0</param>
/// <param name="z">Argument. Requires finite z >= 0</param>
/// <param name="p">Argument. Requires finite p != 0</param>
public static double EllintRJ(double x, double y, double z, double p)
{
if ((!(x >= 0) || double.IsInfinity(x)) ||
(!(y >= 0) || double.IsInfinity(y)) ||
(!(z >= 0) || double.IsInfinity(z)) ||
(p == 0 || double.IsInfinity(p) || double.IsNaN(p)) ||
(x + y == 0 || y + z == 0 || z + x == 0))
{
Policies.ReportDomainError("EllintRJ(x: {0}, y: {1}, z: {2}, p: {3}) requires: finite x,y,z >= 0; finite p != 0; at most one of x,y,z == 0", x, y, z, p);
return(double.NaN);
}
// See Carlson, Numerische Mathematik, vol 33, 1 (1979)
double value;
// error scales as the 6th power of tolerance
const double tolerance = 0.002049052858245406612358440409548690638254492642397575328974;
Debug.Assert(Math2.AreNearUlps(Math.Pow(DoubleLimits.MachineEpsilon / 3, 1.0 / 6.0), tolerance, 5), "Incorrect constant");
// reorder x,y,z such that x <= y <= z
// so that 0 shows up in x first
// and so that the p<0 case below doesn't suffer cancellation errors
if (x > y)
{
Utility.Swap(ref x, ref y);
}
if (y > z)
{
Utility.Swap(ref y, ref z);
}
if (x > y)
{
Utility.Swap(ref x, ref y);
}
// for p < 0, the integral is singular, return Cauchy principal value
if (p < 0)
{
// We must ensure that (z - y) * (y - x) is positive.
Debug.Assert(x <= y && y <= z, "x, y, z must be in ascending order");
double q = -p;
double pmy = (z - y) * (y - x) / (y + q); // p - y
Debug.Assert(pmy >= 0);
double pAdj = pmy + y;
value = pmy * Math2.EllintRJ(x, y, z, pAdj);
value -= 3 * Math2.EllintRF(x, y, z);
value += 3 * Math.Sqrt((x * y * z) / (x * z + pAdj * q)) * Math2.EllintRC(x * z + pAdj * q, pAdj * q);
value /= (y + q);
return(value);
}
if (x == 0)
{
if (y == 0) //RJ(0, 0, z, p)
{
return(double.PositiveInfinity);
}
if (y == z) //RJ(0, y, y, p)
{
return(3 * (Math.PI / 2) / (y * Math.Sqrt(p) + p * Math.Sqrt(y)));
}
}
if (p == z)
{
if (z == y)
{
if (x == y)
{
return(1 / (x * Math.Sqrt(x))); // RJ(x, x, x, x)
}
return(EllintRD(x, y, y)); // RJ(x, y, y, y)
}
return(EllintRD(x, y, z)); // RJ(x, y, z, z)
}
if (x == y && y == z)
{
return(EllintRD(p, p, x)); // RJ(x, x, x, p)
}
// duplication
double sigma = 0;
double factor = 1;
int k = 1;
for (; k < Policies.MaxSeriesIterations; k++)
{
double u = (x + y + z + p + p) / 5;
double X = (u - x);
double Y = (u - y);
double Z = (u - z);
double P = (u - p);
// Termination condition:
double utol = u * tolerance;
if (Math.Abs(X) < utol && Math.Abs(Y) < utol && Math.Abs(Z) < utol && Math.Abs(P) < utol)
{
X /= u;
Y /= u;
Z /= u;
P /= u;
// Taylor series expansion to the 5th order
double EA = X * Y + Y * Z + Z * X;
double EB = X * Y * Z;
double EC = P * P;
double E2 = EA - 3 * EC;
double E3 = EB + 2 * P * (EA - EC);
double S1 = 1 + E2 * (E2 * (9.0 / 88) - E3 * (9.0 / 52) - 3.0 / 14);
double S2 = EB * (1.0 / 6 + P * (-6.0 / 22 + P * (3.0 / 26)));
double S3 = P * ((EA - EC) / 3 - P * EA * (3.0 / 22));
value = 3 * sigma + factor * (S1 + S2 + S3) / (u * Math.Sqrt(u));
return(value);
}
double sx = Math.Sqrt(x);
double sy = Math.Sqrt(y);
double sz = Math.Sqrt(z);
double lambda = sy * (sx + sz) + sz * sx;
double alpha = p * (sx + sy + sz) + sx * sy * sz;
alpha *= alpha;
double beta = p * (p + lambda) * (p + lambda);
sigma += factor * Math2.EllintRC(alpha, beta);
factor /= 4;
x = (x + lambda) / 4;
y = (y + lambda) / 4;
z = (z + lambda) / 4;
p = (p + lambda) / 4;
}
Policies.ReportDomainError("EllintRJ(x: {0}, y: {1}, z: {2}, p: {3}) No convergence after {4} iterations", x, y, z, p, k);
return(double.NaN);
}