A sinc quadrature subroutine for Cauchy principal value integrals (Q1964071)

The aim of this paper is to present a subroutine for the evaluation of Cauchy principal value integrals. The method is based on a truncated sum of a Sinc function series. A nested sequence of approximation algorithm is proposed. Numerical results prove that the proposed algorithm works well on analytic functions with endpoint singularities. Calculations were carried out on a Sun SPARC server-1000 in double precision (IEEE standard). ANSI FORTRAN 77 listing for the algorithm AUSINC is included and can be free downloaded via anonymous ftp to www.cs.dal.ca/keast/ausinc.