Hypersingular integrals and integral equations became very popular last decade in computational mechanics. The reason is quite clear: they provide a natural and effective means to solve problems involving discontinuities. These are problems of cracks and interacting blocks in elasticity; thin wings in fluid dynamics; shields in electroplating; low permeability walls and geotextile layers in groundwater studies, etc.But these integrals and their direct values have a rather long history. Direct values of hypersingular integrals became generally known as a result of publication in 1923 of the famous Hadamard lectures on Cauchy problem for hyperbolic equations (supplemented French edition was published in 1932 [1]). J. Hadamard termed the direct values as "finite part integrals". They are now also widely known as Hadamard's integrals. Many years later, in his book "Psychology of invention in mathematical field" edited in 1954 [2], Hadamard wrote (my back translation from Russian): "I could no more avoid this method than the prisoner in Edgar Allen Poe's poem 'The pit and the pendulum' could avoid the pit in the center of his dungeon."These integrals were a great invention and became an important stimulus to the development of distribution theory. R. Courant in his course "Partial differential equations" [3] wrote (again my back translation): "Actually,