A sinc quadrature subroutine for Cauchy principal value integrals

摘要

A subroutine is presented for the evaluation of Cauchy principal value integrals. Based on a truncated sum of a Sinc function series, with the function evaluated at shifted Sinc points, the subroutine returns an approximation to the integral together with estimates of the relative and the absolute errors. Numerical results demonstrate that the new method works well on analytic functions with end-point singularities.