ENH: scipy.special, Implemented Ellipsoidal harmonic function, the first kind

Here is an attempt to implement Ellipsoidal Harmonic Function (Lame's Function) the first kind.
The following DE is taken as the Lame's Equation
(s^2 - h^2)*(s^2 - k^2) d2E(s)/ds2 + s*(2*s^2 - h^2 - k^2) dE(s)/ds + (p - q*s) E(s) = 0
Other assumptions and references have been included in the Docs.















 
This is a pretty big function for `inline`. Is the `*.pxd` file the right place for it?