Rock musicians who try to cross over to the classical world tend to fare about as well as sheep attempting flight. More often than not, their efforts tend to illicit scorn from classical audiences, and confusion from their traditional fan base. But if critical response is any indication, Elvis Costello be be the exception to the rule, as he prepares for the premiere of his first major symphonic work in Brooklyn this weekend. “‘Il Sogno’ was commissioned four years ago by an Italian dance company for its adaptation of ‘A Midsummer Night’s Dream.’ Costello composed it in 10 weeks, writing it out painstakingly in pencil across 200 pages, without computers or collaborators.