arb/doc/source/acb_elliptic.rst

.. _acb-elliptic:

**acb_elliptic.h** -- elliptic integrals and functions of complex variables
===============================================================================

This module supports computation of elliptic (doubly periodic) functions,
and their inverses, elliptic integrals.
See :ref:`acb_modular.h <acb-modular>` for the closely related modular forms
and Jacobi theta functions.

Warning: incomplete elliptic integrals have very complicated
branch structure when extended to complex variables.
For some functions in this module, branch cuts may be
artifacts of the evaluation algorithm rather than having
a natural mathematical justification.
The user should, accordingly, watch out for edge cases where the functions
implemented here may differ from other systems or literature.
There may also exist points where a function should be well-defined
but the implemented algorithm
fails to produce a finite result due to artificial internal singularities.

Complete elliptic integrals
-------------------------------------------------------------------------------

.. function:: void acb_elliptic_k(acb_t res, const acb_t m, slong prec)

    Computes the complete elliptic integral of the first kind

    .. math ::

        K(m) = \int_0^{\pi/2} \frac{dt}{\sqrt{1-m \sin^2 t}}
                  = \int_0^1
            \frac{dt}{\left(\sqrt{1-t^2}\right)\left(\sqrt{1-mt^2}\right)}

    using the arithmetic-geometric mean: `K(m) = \pi / (2 M(\sqrt{1-m}))`.

.. function:: void acb_elliptic_k_jet(acb_ptr res, const acb_t m, slong len, slong prec)

    Sets the coefficients in the array *res* to the power series expansion of the
    complete elliptic integral of the first kind at the point *m* truncated to
    length *len*, i.e. `K(m+x) \in \mathbb{C}[[x]]`.

.. function:: void _acb_elliptic_k_series(acb_ptr res, acb_srcptr m, slong mlen, slong len, slong prec)

.. function:: void acb_elliptic_k_series(acb_poly_t res, const acb_poly_t m, slong len, slong prec)

    Sets *res* to the complete elliptic integral of the first kind of the
    power series *m*, truncated to length *len*.

.. function:: void acb_elliptic_e(acb_t res, const acb_t m, slong prec)

    Computes the complete elliptic integral of the second kind

     .. math ::

        E(m) = \int_0^{\pi/2} \sqrt{1-m \sin^2 t} \, dt =
                    \int_0^1
                    \frac{\sqrt{1-mt^2}}{\sqrt{1-t^2}} \, dt

    using `E(m) = (1-m)(2m K'(m) + K(m))` (where the prime
    denotes a derivative, not a complementary integral).

.. function:: void acb_elliptic_pi(acb_t res, const acb_t n, const acb_t m, slong prec)

    Evaluates the complete elliptic integral of the third kind

     .. math ::

        \Pi(n, m) = \int_0^{\pi/2}
            \frac{dt}{(1-n \sin^2 t) \sqrt{1-m \sin^2 t}} =
            \int_0^1
            \frac{dt}{(1-nt^2) \sqrt{1-t^2} \sqrt{1-mt^2}}.

    This implementation currently uses the same algorithm as the corresponding
    incomplete integral. It is therefore less efficient than the implementations
    of the first two complete elliptic integrals which use the AGM.

Legendre incomplete elliptic integrals
-------------------------------------------------------------------------------

.. function:: void acb_elliptic_f(acb_t res, const acb_t phi, const acb_t m, int pi, slong prec)

    Evaluates the Legendre incomplete elliptic integral of the first kind,
    given by

     .. math ::

        F(\phi,m) = \int_0^{\phi} \frac{dt}{\sqrt{1-m \sin^2 t}}
                  = \int_0^{\sin \phi}
            \frac{dt}{\left(\sqrt{1-t^2}\right)\left(\sqrt{1-mt^2}\right)}

    on the standard strip `-\pi/2 \le \operatorname{Re}(\phi) \le \pi/2`.
    Outside this strip, the function extends quasiperiodically as

    .. math ::

        F(\phi + n \pi, m) = 2 n K(m) + F(\phi,m), n \in \mathbb{Z}.

    Inside the standard strip, the function is computed via
    the symmetric integral `R_F`.

    If the flag *pi* is set to 1, the variable `\phi` is replaced by
    `\pi \phi`, changing the quasiperiod to 1.

    The function reduces to a complete elliptic integral of the first kind
    when `\phi = \frac{\pi}{2}`; that is,
    `F\left(\frac{\pi}{2}, m\right) = K(m)`.

.. function:: void acb_elliptic_e_inc(acb_t res, const acb_t phi, const acb_t m, int pi, slong prec)

    Evaluates the Legendre incomplete elliptic integral of the second kind,
    given by

     .. math ::

        E(\phi,m) = \int_0^{\phi} \sqrt{1-m \sin^2 t} \, dt =
                    \int_0^{\sin \phi}
                    \frac{\sqrt{1-mt^2}}{\sqrt{1-t^2}} \, dt

    on the standard strip `-\pi/2 \le \operatorname{Re}(\phi) \le \pi/2`.
    Outside this strip, the function extends quasiperiodically as

    .. math ::

        E(\phi + n \pi, m) = 2 n E(m) + E(\phi,m), n \in \mathbb{Z}.

    Inside the standard strip, the function is computed via
    the symmetric integrals `R_F` and `R_D`.

    If the flag *pi* is set to 1, the variable `\phi` is replaced by
    `\pi \phi`, changing the quasiperiod to 1.

    The function reduces to a complete elliptic integral of the second kind
    when `\phi = \frac{\pi}{2}`; that is,
    `E\left(\frac{\pi}{2}, m\right) = E(m)`.

.. function:: void acb_elliptic_pi_inc(acb_t res, const acb_t n, const acb_t phi, const acb_t m, int pi, slong prec)

    Evaluates the Legendre incomplete elliptic integral of the third kind,
    given by

     .. math ::

        \Pi(n, \phi, m) = \int_0^{\phi}
            \frac{dt}{(1-n \sin^2 t) \sqrt{1-m \sin^2 t}} =
            \int_0^{\sin \phi}
            \frac{dt}{(1-nt^2) \sqrt{1-t^2} \sqrt{1-mt^2}}

    on the standard strip `-\pi/2 \le \operatorname{Re}(\phi) \le \pi/2`.
    Outside this strip, the function extends quasiperiodically as

    .. math ::

        \Pi(n, \phi + k \pi, m) = 2 k \Pi(n,m) + \Pi(n,\phi,m), k \in \mathbb{Z}.

    Inside the standard strip, the function is computed via
    the symmetric integrals `R_F` and `R_J`.

    If the flag *pi* is set to 1, the variable `\phi` is replaced by
    `\pi \phi`, changing the quasiperiod to 1.

    The function reduces to a complete elliptic integral of the third kind
    when `\phi = \frac{\pi}{2}`; that is,
    `\Pi\left(n, \frac{\pi}{2}, m\right) = \Pi(n, m)`.

Carlson symmetric elliptic integrals
-------------------------------------------------------------------------------

Carlson symmetric forms are the preferred form of incomplete elliptic
integrals, due to their neat properties and relatively
simple computation based on duplication theorems.
There are five named functions: `R_F, R_G, R_J`, and `R_C`, `R_D` which
are special cases of `R_F` and `R_J` respectively.
We largely follow the definitions and algorithms
in [Car1995]_ and chapter 19 in [NIST2012]_.

.. function:: void acb_elliptic_rf(acb_t res, const acb_t x, const acb_t y, const acb_t z, int flags, slong prec)

    Evaluates the Carlson symmetric elliptic integral of the first kind

    .. math ::

        R_F(x,y,z) = \frac{1}{2}
            \int_0^{\infty} \frac{dt}{\sqrt{(t+x)(t+y)(t+z)}}

    where the square root extends continuously from positive infinity.
    The integral is well-defined for `x,y,z \notin (-\infty,0)`, and with
    at most one of `x,y,z` being zero.
    When some parameters are negative real numbers, the function is
    still defined by analytic continuation.

    In general, one or more duplication steps are applied until
    `x,y,z` are close enough to use a multivariate Taylor series.

    The special case `R_C(x, y) = R_F(x, y, y) = \frac{1}{2} \int_0^{\infty} (t+x)^{-1/2} (t+y)^{-1} dt`
    may be computed by
    setting *y* and *z* to the same variable.
    (This case is not yet handled specially, but might be optimized in
    the future.)

    The *flags* parameter is reserved for future use and currently
    does nothing. Passing 0 results in default behavior.

.. function:: void acb_elliptic_rg(acb_t res, const acb_t x, const acb_t y, const acb_t z, int flags, slong prec)

    Evaluates the Carlson symmetric elliptic integral of the second kind

    .. math ::

        R_G(x,y,z) = \frac{1}{4} \int_0^{\infty}
            \frac{t}{\sqrt{(t+x)(t+y)(t+z)}}
            \left( \frac{x}{t+x} + \frac{y}{t+y} + \frac{z}{t+z}\right) dt

    where the square root is taken continuously as in `R_F`.
    The evaluation is done by expressing `R_G` in terms of `R_F` and `R_D`.
    There are no restrictions on the variables.

.. function:: void acb_elliptic_rj(acb_t res, const acb_t x, const acb_t y, const acb_t z, const acb_t p, int flags, slong prec)

.. function:: void acb_elliptic_rj_carlson(acb_t res, const acb_t x, const acb_t y, const acb_t z, const acb_t p, int flags, slong prec)

.. function:: void acb_elliptic_rj_integration(acb_t res, const acb_t x, const acb_t y, const acb_t z, const acb_t p, int flags, slong prec)


    Evaluates the Carlson symmetric elliptic integral of the third kind

    .. math ::

        R_J(x,y,z,p) = \frac{3}{2}
            \int_0^{\infty} \frac{dt}{(t+p)\sqrt{(t+x)(t+y)(t+z)}}

    where the square root is taken continuously as in `R_F`.

    Three versions of this function are available: the *carlson* version
    applies one or more duplication steps until `x,y,z,p` are close enough
    to use a multivariate Taylor series.

    The duplication algorithm is not correct for all possible
    combinations of complex variables, since the square roots taken
    during the computation can introduce spurious branch cuts.
    According to [Car1995]_, a sufficient (but not necessary) condition
    for correctness is that *x*, *y*, *z* have nonnegative
    real part and that *p* has positive real part.

    In other cases, the algorithm *might* still be correct, but no attempt
    is made to check this; it is up to the user to verify that
    the duplication algorithm is appropriate for the given parameters
    before calling this function.

    The *integration* algorithm uses explicit numerical integration to
    translate the parameters to the right half-plane. This is reliable
    but can be slow.

    The default method uses the *carlson* algorithm when it is certain
    to be correct, and otherwise falls back to the slow *integration*
    algorithm.

    The special case `R_D(x, y, z) = R_J(x, y, z, z)`
    may be computed by setting *z* and *p* to the same variable.
    This case is handled specially to avoid redundant arithmetic operations.
    In this case, the *carlson* algorithm is correct for all *x*, *y* and *z*.

    The *flags* parameter is reserved for future use and currently
    does nothing. Passing 0 results in default behavior.

.. function:: void acb_elliptic_rc1(acb_t res, const acb_t x, slong prec)

    This helper function computes the special case
    `R_C(1, 1+x) = \operatorname{atan}(\sqrt{x})/\sqrt{x} = {}_2F_1(1,1/2,3/2,-x)`,
    which is needed in the evaluation of `R_J`.

Weierstrass elliptic functions
-------------------------------------------------------------------------------

Elliptic functions may be defined on a general lattice
`\Lambda = \{m 2\omega_1 + n 2\omega_2\ : m, n \in \mathbb{Z}\}`
with half-periods `\omega_1, \omega_2`.
We simplify by setting
`2\omega_1 = 1, 2\omega_2 = \tau` with `\operatorname{im}(\tau) > 0`.
To evaluate the functions on a general lattice, it is enough to make a
linear change of variables.
The main reference is chapter 23 in [NIST2012]_.

.. function:: void acb_elliptic_p(acb_t res, const acb_t z, const acb_t tau, slong prec)

    Computes Weierstrass's elliptic function

    .. math ::

        \wp(z, \tau) = \frac{1}{z^2} + \sum_{n^2+m^2 \ne 0}
            \left[ \frac{1}{(z+m+n\tau)^2} - \frac{1}{(m+n\tau)^2} \right]

    which satisfies `\wp(z, \tau) = \wp(z + 1, \tau) = \wp(z + \tau, \tau)`.
    To evaluate the function efficiently, we use the formula

    .. math ::

        \wp(z, \tau) = \pi^2 \theta_2^2(0,\tau) \theta_3^2(0,\tau)
            \frac{\theta_4^2(z,\tau)}{\theta_1^2(z,\tau)} -
            \frac{\pi^2}{3} \left[ \theta_2^4(0,\tau) + \theta_3^4(0,\tau)\right].

.. function:: void acb_elliptic_p_jet(acb_ptr res, const acb_t z, const acb_t tau, slong len, slong prec)

    Computes the formal power series `\wp(z + x, \tau) \in \mathbb{C}[[x]]`,
    truncated to length *len*. In particular, with *len* = 2, simultaneously
    computes `\wp(z, \tau), \wp'(z, \tau)` which together generate
    the field of elliptic functions with periods 1 and `\tau`.

.. function:: void _acb_elliptic_p_series(acb_ptr res, acb_srcptr z, slong zlen, const acb_t tau, slong len, slong prec)

.. function:: void acb_elliptic_p_series(acb_poly_t res, const acb_poly_t z, const acb_t tau, slong len, slong prec)

    Sets *res* to the Weierstrass elliptic function of the power series *z*,
    with periods 1 and *tau*, truncated to length *len*.


.. function:: void acb_elliptic_invariants(acb_t g2, acb_t g3, const acb_t tau, slong prec)

    Computes the lattice invariants `g_2, g_3`. The Weierstrass elliptic
    function satisfies the differential equation
    `[\wp'(z, \tau)]^2 = 4 [\wp(z,\tau)]^3 - g_2 \wp(z,\tau) - g_3`.
    Up to constant factors, the lattice invariants are the first two
    Eisenstein series (see :func:`acb_modular_eisenstein`).

.. function:: void acb_elliptic_roots(acb_t e1, acb_t e2, acb_t e3, const acb_t tau, slong prec)

    Computes the lattice roots `e_1, e_2, e_3`, which are the roots of
    the polynomial `4z^3 - g_2 z - g_3`.

.. function:: void acb_elliptic_inv_p(acb_t res, const acb_t z, const acb_t tau, slong prec)

    Computes the inverse of the Weierstrass elliptic function, which
    satisfies `\wp(\wp^{-1}(z, \tau), \tau) = z`. This function is given
    by the elliptic integral

    .. math ::

        \wp^{-1}(z, \tau) = \frac{1}{2} \int_z^{\infty} \frac{dt}{\sqrt{(t-e_1)(t-e_2)(t-e_3)}}
            = R_F(z-e_1,z-e_2,z-e_3).

.. function:: void acb_elliptic_zeta(acb_t res, const acb_t z, const acb_t tau, slong prec)

    Computes the Weierstrass zeta function

    .. math ::

        \zeta(z, \tau) = \frac{1}{z} + \sum_{n^2+m^2 \ne 0}
            \left[ \frac{1}{z-m-n\tau} + \frac{1}{m+n\tau} + \frac{z}{(m+n\tau)^2} \right]

    which is quasiperiodic with `\zeta(z + 1, \tau) = \zeta(z, \tau) + \zeta(1/2, \tau)`
    and `\zeta(z + \tau, \tau) = \zeta(z, \tau) + \zeta(\tau/2, \tau)`.

.. function:: void acb_elliptic_sigma(acb_t res, const acb_t z, const acb_t tau, slong prec)

    Computes the Weierstrass sigma function

    .. math ::

        \sigma(z, \tau) = z \prod_{n^2+m^2 \ne 0}
            \left[ \left(1-\frac{z}{m+n\tau}\right)
               \exp\left(\frac{z}{m+n\tau} + \frac{z^2}{2(m+n\tau)^2} \right) \right]

    which is quasiperiodic with `\sigma(z + 1, \tau) = -e^{2 \zeta(1/2, \tau) (z+1/2)} \sigma(z, \tau)`
    and `\sigma(z + \tau, \tau) = -e^{2 \zeta(\tau/2, \tau) (z+\tau/2)} \sigma(z, \tau)`.