Evaluation of real integrals by residues

Summary

The residue theorem gives the values of many definite integrals of real functions. For an integral $\int_0^{2\pi} R(\cos \theta, \sin \theta) \, d\theta$ with $R$ a rational function of two variables, the substitution $z = e^{i\theta}$ changes it into a contour integral over the unit circle. This substitution uses $\cos \theta = \frac{1}{2}(z + z^{-1})$, $\sin \theta = \frac{1}{2i}(z - z^{-1})$ and $d\theta = \frac{dz}{iz}$. For an integral $\int_{-\infty}^{\infty} f(x) \, dx$, one closes the segment $[-R, R]$ with a semicircle of radius $R$ in the upper half-plane and lets $R \to \infty$. This method gives the integral when the integral over the semicircle tends to $0$, for example by the estimation lemma or by Jordan's lemma.