Hello, Sergey!
Recently I tried to use your library for calculation integrals like the following:
\int\limits_{-1}^1 g(x')G(x,x')dx'
where Green function G(x,x') is
If one considers a simple case when g(x)=1, the integral can be calculated at the whole region x\in(-1..1), except of the boundary points x=-1 and x=1. But using the routines autogksingular/autogkiteration program is trapped into infinite loop even when x is quite close to -1/1, for example, for x=-0.97.
And my question:
Is there some way to make the library calculate the integrals with the stated Green function exactly on the region x\in(-1..1) ?
P.S. I use AlgLib v. 3.1.0
P.P.S. In the formula for G(x,x') one can put \xi,\xi'=x,x'