18 August 2018 02:53:06 PM

CAUCHY_PRINCIPAL_VALUE_TEST
  C++ version
  Test the CAUCHY_PRINCIPAL_VALUE library.

CPV_TEST01:
  CPV of Integral ( -1 <= t <= 1 ) exp(t) / t dt

   N           Estimate             Error

   2                   2.11298      0.00152402
   4                    2.1145     3.26446e-08
   6                    2.1145     1.33626e-12
   8                    2.1145      1.4575e-12

CPV_TEST02:
  Compute CPV ( Integral ( 1-delta <= t <= 1+delta ) 1/(1-t)^3 dt )
  Try this for delta = 1, 1/2, 1/4.

   N          Estimate                  Exact                  Error

   2                 -0.739726                 -0.736387      0.00333871
   4                 -0.736412                 -0.736387     2.43603e-05
   6                 -0.736387                 -0.736387     5.28131e-07
   8                 -0.736387                 -0.736387     4.79231e-09

   2                 -0.342585                 -0.342563     2.19914e-05
   4                 -0.342563                 -0.342563      9.0967e-08
   6                 -0.342563                 -0.342563     5.20165e-11
   8                 -0.342563                 -0.342563     7.54952e-15

   2                 -0.167824                 -0.167824     1.62575e-07
   4                 -0.167824                 -0.167824     1.81991e-10
   6                 -0.167824                 -0.167824     5.38458e-15
   8                 -0.167824                 -0.167824     1.38778e-16

CAUCHY_PRINCIPAL_VALUE_TEST
  Normal end of execution.

18 August 2018 02:53:06 PM