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The Computer Journal 1968 10(4):389-391; doi:10.1093/comjnl/10.4.389
© 1968 by British Computer Society
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The numerical evaluation of principal value integrals

L. M. Delves *

School of Mathematical and Physical Sciences, The University of Sussex, Falmer, Brighton, UK

This paper considers the numerical evaluation of the Principal Value of the improper integral

[equation: see PDF]

over a region [a, b] which may include q. Methods of Newton–Cotes and modified Gaussian type are considered. Some of these require the evaluation of f(q), while others do not. The methods are illustrated by some numerical examples.


* School of Mathematical and Physical Sciences, The University of Sussex, Falmer, Brighton, England.


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