The Cauchy Principal value is a is a method for assigning values to certain improper integrals which would otherwise be undefined.
For a singularity at a finite number b
We can also define over singularities. Let , where is a difficult point at which the behaviour of the is such that
for any , and
Then we can define the Cauchy Principle value for a singularity at a finite number , as
For a singularity at
The Cauchy principle Value at infinity is defined as:
where
and
In some cases it is necessary to deal simultaneously with singularities both at a finite number and at infinity. This is usually done by a limit of the form
In those cases where the integral may be split into two independent, finite limits,
and
According to the my Complex Analysis by Paez:
Given a function such that for and is not bounded for any neighbourhood around , and integrable over any interval , we define the Cauchy principal value of the integral as
which can be the same from the definition from wikipedia but don't know how.
Calculating the Cauchy principal value can be useful, since if is even and integrable over any interval in we get that