MathGroup Archive 2006

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: CauchyPrincipalValue questions

  • To: mathgroup at smc.vnet.net
  • Subject: [mg69669] Re: CauchyPrincipalValue questions
  • From: dh <dh at metrohm.ch>
  • Date: Wed, 20 Sep 2006 02:44:31 -0400 (EDT)
  • References: <eeof5i$23f$1@smc.vnet.net>

Hi,

consider the integral of 1/x by NIntegrate from -1 to 1. I assume 

CauchyPrincipalValue calulates soemthing like 

Ingegrate[1/x,{x,-1,-eps}]+Ingegrate[1/x,{x,eps,1}]. You will see that 

the problem of subtracting similar large numbers is lurching here, tat 

results in  a loss of precision. With default options 

WorkingPrecision==MachinePrecision. From the Help you can see that the 

evaluation tries to make the PrecisionGoal equal to half the 

$MachinePrecision. This goal is never achieved because the result is 

zero and Precision is the relative error of the result, what blows up if 

the result comes close to 0.

  If you read the error message, it says:

"Achieved neither the requested PrecisionGoal nor AccuracyGoal; suspect 

one of the following: highly oscillatory integrand or the true value of 

the integral is 0.". Mathematica is 100% right. By setting AccuracyGoal 

instead of using Precision, we get result.



I can not answer your second question, but I noted that 

CauchyPrincipalValue adds these x for any function. Therefore, I do not 

think that it has something to do with the pole, but is only some quirck.



Daniel



dimmechan at yahoo.com wrote:

> Hello to all.

> 

> I have two questions about the CauchyPrincipalValue package.

> 

> Needs["NumericalMath`CauchyPrincipalValue`"]

> 

> First

> 

> lst = {1/Sqrt[x], Sin[x]/x};

> N[Integrate[lst, {x, 0, 10}]]

> {6.324555320336759, 1.658347594218874}

> 

> However

> 

> NIntegrate[lst, {x, 0, 10}]

> \!\(NIntegrate::"inum" : "Integrand \!\({1\/\@x,

>     Sin[x]\/x}\) is not numerical at \!\({x}\) = {5.`}"\)

> NIntegrate[lst, {x, 0, 10}]

> 

> because NIntegrate has the attribute HoldAll

> 

> ({#1, Attributes[#1]} & ) /@ {Integrate, NIntegrate}

> {{Integrate, {Protected, ReadProtected}}, {NIntegrate, {HoldAll,

> Protected}}}

> 

> As it well known someone must enclose the argument of NIntegrate in

> Evaluate here.

> 

> NIntegrate[Evaluate[lst], {x, 0, 10}]

> {6.324555320387874, 1.6583475942188746}

> 

> However why the following command fails, since, as the HelpBrowser

> says, CauchyPrincipalValue uses internally the NIntegrate?

> 

> lst2 = {1/(x - Pi/2), Tan[x]};

> CauchyPrincipalValue[Evaluate[lst2], {x, 0, {Pi/2}, Pi}]

> NIntegrate::inum : Integrand (the rest of the messages is not

> displayed...)

> CauchyPrincipalValue[{1/Sqrt[x], Sin[x]/x}, {x, 0, {Pi/2}, Pi}]

> 

> My query become even bigger considering that

> 

> Attributes[CauchyPrincipalValue]

> {Protected}

> 

> My second question follows immediately.

> 

> Consider the (numerical evaluation) of CPV of 1/x over {x,-1,2}.

> 

> aa = Reap[CauchyPrincipalValue[1/x, {x, -1, {0}, 2}, AccuracyGoal ->

> 20,

> WorkingPrecision -> 30, EvaluationMonitor :> Sow[x]]];

> 

> This is the value of the integral

> 

> aa[[1]]

> 0.69314718055994530942

> 

> This the total number of sampled points by NIntegrate

> 

> Length[aa[[2,1]]]

> 273

> 

> And here are the last 25 sampled points by NIntegrate.

> 

> Take[aa[[2,1]], -25]

> {1.492698661756523787149586238081974793655503742219`29.99999998468416,

>   1.382301338243476212850413761918025206344496257781`29.96663056969523,

> 1.465413938559055852040904875211822497115793411141`29.999999992110578,

> 1.409586061440944147959095124788177502884206588859`29.983131270623772,

>   x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x, x}

> 

>>From where appeared all these "x" in the last result?

> It seems that NIntegrate (although the result is not affected

> as it is demonstrated below) fails to sampled the integrand for

> same values of x. Why this happens?

> 

> N[Integrate[1/x, {x, -1, 2}, PrincipalValue -> True], 20]

> 0.69314718055994530941723212145817656807`20.

> 

> Thanks in advance for any help.

> 



  • Prev by Date: Re: Why is the negative root?
  • Next by Date: Re: CauchyPrincipalValue questions
  • Previous by thread: CauchyPrincipalValue questions
  • Next by thread: Re: CauchyPrincipalValue questions