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Numerical algorithms for problems in analysis and algebra, scientific computation

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Gaussian type integral with inverse square root

Hi, I have encountered an integral of the following type in an engineering application: $\int_{-\infty}^\infty dx \frac{1}{\sqrt{x^2+a^2}}\exp(-x^2/2+i x b)$, where $a$ and $b$ are real ($a$ could …