ENH: scipy.special, Implemented Ellipsoidal harmonic function: the first kind, the second kind and normalization constant 

This is an attempt to implement ellipsoidal harmonic functionality. 
The functions implemented are
ellip_harm, ellip_harm_2, ellip_normal
The sources referred to are:
http://www.geology.osu.edu/~jekeli.1/OSUReports/reports/report_499.pdf
http://arxiv.org/abs/1204.0267
A comment on why this lock is needed would be useful. I guess it's due to the use of ``integrate.quad``, which uses globals and therefore isn't threadsafe?