Abstract

One of the standard methods for computing Cauchy principal value integrals is to subtract the singularity, and then to apply a given quadrature formula. This results in a quadrature formula for the Cauchy principal value integral which is called a modified quadrature formula. Here, we consider the case that this given quadrature formula is a compound quadrature formula, and derive error estimates of the form |R[f]| ≤κ i ∥f (i) ∥∞ (whereR[f] is the error of the modified quadrature formula). In contrast to previous estimates, the behaviour ofκ i when the number of quadrature nodes tends to infinity is determined exactly.

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