Isn't the contour integral equal to 0 if there are no poles?
This is what I would have thought, but I'm supposed to be using the integral of e^(-z^2) to evaluate the real integral int(0,inf)((e^(-x^2))*cos(2ax)), which is apparently equal to
If we want to integrate from R+ia to ia, just integrate e^(-z^2)dz=e^-(x+ia)^2 dx from R to 0. Do the same for the other 3 sides. You won't get an analytic answer, but that's OK; just write out the entire contour integral first and you'll see where this is going.