Gauss-Legendre Principal Value Integration

  • Authors:
  • Julian V. Noble

  • Affiliations:
  • -

  • Venue:
  • Computing in Science and Engineering
  • Year:
  • 2000

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Abstract

As we attempt more sophisticated projects in science and engineering, the mathematical tools we apply to them also become more sophisticated. Because so few problems lend themselves to closed-form solution, we often need to convert formal definitions into practical numerical methods. One such problem deals with the Principal Value integral, which many students encounter in a course on functions of a complex variable. However, the prospect of evaluating one numerically might seem rather daunting. To the best of my knowledge, the subject remains outside the treatments of numerical quadrature found in treatises on numerical analysis.