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.















 
Instead of discussing mu and psi, it could be best to explain how these control the sign of the prefactor of K,L,M,N functions, via K: +1, L: signm, M: signn, N: signm*signn, and that they are useful when doing elliptic coordinate transforms as explained in [2].