BUG: special: fix square root conventions in clpmn and lpmn

Having the branch cut in (-1, 1) requires some care in the square roots.

scipy/special/specfun/specfun.f

@@ -266,7 +266,11 @@ SUBROUTINE CLPMN(MM,M,N,X,Y,CPM,CPD)
 20         CONTINUE
            RETURN
         ENDIF
+C       sqrt(z^2 - 1) with branch cut between [-1, 1]
         ZQ=CDSQRT(Z*Z-1.0D0)
+        IF (X.LT.0d0) THEN
+           ZQ=-ZQ
+        END IF
         ZS=(Z*Z-1.0D0)
         DO 25 I=1,M
 C       DLMF 14.7.15
@@ -6991,6 +6995,8 @@ SUBROUTINE LPMN(MM,M,N,X,PM,PD)
         LS=1
         IF (DABS(X).GT.1.0D0) LS=-1
         XQ=DSQRT(LS*(1.0D0-X*X))
+C       Ensure connection to the complex-valued function for |x| > 1
+        IF (X.LT.-1d0) XQ=-XQ
         XS=LS*(1.0D0-X*X)
         DO 30 I=1,M
 30         PM(I,I)=-LS*(2.0D0*I-1.0D0)*XQ*PM(I-1,I-1)