A trigonometric quadrature rule for Cauchy integrals with Jacobi weight (Q5930033)

The author considers a method for the numerical evaluation of Cauchy principle value integrals of the form \[ I(wf; s)= \text{PV }\int^1_{-1} {f(t)\over t-s} w(t) dt,\qquad -1< s< 1, \] where \(f\) is assumed to be smooth on \([-1,1]\) and where \(w(t)= (1- t)^\alpha(1+ t)^\beta\) with \(\alpha,\beta> -1/2\) is a Jacobi weight function. Performing the change of variable \(t= \cos y\) and \(s= \cos x\), the problem is transformed to trigonometric quadrature. The corresponding trigonometric quadrature rule \(I_N(w(\cos\cdot)h,\cos x)\), where \(h(y)= f(\cos y)\), is based on interpolation of \(h\) by a trigonometric polynomial of the form \(\sum^N_{k=0} a^N_k\cos ky\). For a function \(f\) which is analytic on \([-1,1]\), an error estimate holding uniformly in \(x\) is given.