Also,
where upper signs apply if
and lower signs if
. This dichotomy of signs (missing in several references)
is due to Fettis (1970).
where
With
,
For two further transformations of this type see Erdélyi et al. (1953b, p. 316).
There are three relations connecting
and
, where
is a rational function of
. If
and
are real, then both integrals are circular
cases or both are hyperbolic cases (see §19.2(ii)).
The first of the three relations maps each circular region onto itself and each
hyperbolic region onto the other; in particular, it gives the Cauchy principal
value of
when
(see
(19.6.5) for the complete case). Let
. Then
Since
we have
; hence
implies
.
The second relation maps each hyperbolic region onto itself and each circular region onto the other:
The third relation (missing from the literature of Legendre’s integrals) maps each circular region onto the other and each hyperbolic region onto the other: