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.















 
Properly explaining the geometric meaning of the elliptic harmonics probably would take quite a bit of space, so it's probably best to remove the discussion on `a,b,c` here and just say that the geometric interpretation is explained in [2,3,4].

It's not necessary to state that what Lapack routines are used.