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 would probably be clearer by first writing out the functions
```
def E01(h,k,s):
    return 1
def E11(h,k,s):
    return s
def E12(h, k, s):
    return sqrt(abs(s**2 - h**2))
...
```
and then using those to get the values, and also checking several points instead of only one.