The numerical evaluation of principal value integrals by finite-part integration

Summary We give a numerical formula for the evaluation of finite-part integrals of the form This method is very convenient for computational purposes since mere scalar products of certain weights and function values have to be calculated. Iff^(2m-1)(s)=0,m=1,2, ..., [k/2],k>1 the above integral reduces to a generalized principal value integral.