Complete elliptic integrals in javascript
Here I've implemented complete elliptic integrals of the first, second, and third kind in javascript. The implementation follows an iteration scheme based on the convergence of the arithmetic-geometric mean, which converges at least quadratically with number of iterations---therefore effectively doubling the number of digits each iteration. These iteration schemes come from Garrett, Milan Wayne, Journal of Applied Physics 34.9 (1963): 2567-2573, Eqs. (18)-(21).
The functions extend the Math
object with:
Math.agm(a,g)
: arithmetic-geometric mean of two non-negative numbersMath.EllipticK(m)
: Complete elliptic integral of the first kindMath.EllipticE(m)
: Complete elliptic integral of the second kindMath.EllipticPi(n,m)
: Complete elliptic integral of the third kind
The arguments are the parameter m
, which is related to the modulus k
via m=k^2
; and the characteristic n
.
The algorithms are valid for m<1
, n<1
.
To be completely clear, the functions are computing the following integrals:
- $ K(m) = \int_0^{\pi/2} \frac{d\theta}{\sqrt{1 - m (\sin\theta)^2}} $
- $ E(m) = \int_0^{\pi/2} \sqrt{1 - m (\sin\theta)^2} d\theta $
- $ Pi(n,m) = \int_0^{\pi/2} \frac{1}{(1-n(\sin\theta)^2)\sqrt{1 - m (\sin\theta)^2}} d\theta $
This agrees with the conventions of Mathematica
.