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.















 
The values of input parameters n and p should be checked (ie. n non-negative and p in the valid range). Signm and signm should be checked to be +-1.

In case of invalid parameters, the function should use sf_error to signal an error and return nan.