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Cauchy PV integration [message #48446]

Tue, 25 April 2006 00:23

rkombiyil
Messages: 59
Registered: March 2006

Member

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? Tho, essentially it is the Hilbert Transform, I am not sure
how IDL goes about it (the pv integral is integrating with upper and
lower bounds with the singularities in between? - But how would the
Hilbert Transform routine go about doing this? kind of confusing...)
Thanks in advance for any suggestion/pointers,
Raj

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Cauchy PV integration

By: rkombiyil on Tue, 25 April 2006 00:23

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