Since, for \lambda> 0, that is not bounded as x goes to infinity, and, if \lambda= 0, that is just \int_{-\infty}^{\infty} dx, neither of those exists.
If, however, \lambda is negative, It is well known that the integral is
\sqrt{\pi/|\lambda |}.
I'm reviewing Meirovitch's "Methods of Analytical Dynamics," and I don't understand the commutation of the derivative from r to dr:
$$
\mathbf{F} \cdot d\mathbf{r} = m \ddot{\mathbf{r}} \cdot d\mathbf{r} = m\mathbf{\dot{r}} \cdot d\mathbf{\dot{r}}
$$