An error analysis of the Cauchy principal value integral evaluation by the IMT scheme

We provide an error analysis for the Cauchy principal value integral evaluation by the IMT method for analytic functions. We get the discretization error Ed in terms of a contour integral and we derive an asymptotic estimate for this error integral which shows that Ed = O[(e-(N/2))/N3/4]. We give two numerical examples, where the asymptotically estimated errors are compared with known actual values.