Numerical Evaluation of Principal Value Integrals

[daudaudaudau]

Hi.

Can anyone tell me where to find information on how to evalutate a principal value integral numerically? When I say principal value, I mean an integral where a certain point is excluded from the domain of integration. In my case, the integrand is singular in this point.

 

[Gib Z]

If the excluded point is at c, between a and b, then split the integral as $$\int^b_a f(x) dx = \int^b_{c+t} f(x) dx + \int^{c-t}_a f(x) dx$$ and let t --> 0.