- Weighted functions can be realized as products of the f(x)w(x) kind for some smooth function f(x) with a non-negative weight function w(x) containing singularities.
- An illustrative example is given by cos(πx/2)/√x. We could regard this case as the product of cos(πx/2) with w(x)=1/√x. The weight presents a single singularity of x=0, and is smooth otherwise.
- The usual way to treat these integrals is by means of weighted Gaussian quadrature formulas. For example, to perform principal value integrals of functions of the form f(x)/(x-c), we issue quad with the weight='cauchy' and wvar=c arguments. This calls the routine QAWC from QUADPACK.
Let's experiment with the Fresnel-type sine integral of g(x) = sin(x)/x on the [-1,1]