| Re: Cauchy PV integration [message #48444] |
Tue, 25 April 2006 01:58 |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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"metachronist" <rkombiyil@gmail.com> writes:
> Dear All,
> I am interested in computing the Cauchy Principal Value integral, in
> general of the form:
> integral from -inf to +inf [ f(x) w(x) dx ] where w(x) is of the form:
> 1/(x-t) I need to evaluate the integral between some real limits ( not
> infinity) which has multiple singularities between the beginning and
> end points. I was wondering if IDL has any routines similar to
> quadpack? ...
Hi, I translated most of quadpack to IDL (the QPINT1D function). It
includes the capability to integrate over singularities, and to handle
improper integrals (where the integration limits -> infinity).
Hopefully that is what you are looking for!
Good luck,
Craig
http://cow.physics.wisc.edu/~craigm/idl/math.html
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@REMOVEcow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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