The Oxford English Dictionary made quite a splash in 1998 when they announced that there has never been any such rule. The idea that we shouldn't split infinitives began a couple of centuries ago when a very few fashionable writers thought that English should imitate Latin to the greatest extent possible -- and because Latin infinitives are single words (i.e., "amare" is "to love"), English should pretend that its infinitives are single words as well. Which means no splitting of infinitives.
But great English writers have always split infinitives wherever it seemed appropriate. Sometimes splitting infinitives is positively better and more clear. From a New York Times story:
Early in this century, such heavyweights as the linguist Otto Jespersen, the British lexicographer Henry Fowler and the American grammarian and philologist George Curme argued that splitting is not only acceptable but often preferable. Most 20th-century dictionaries and style guides agree that clarity is what counts. There's a difference, for instance, between "He learned to quickly read" and "He learned quickly to read." And when "quickly" comes at the end, it could refer to either the learning or the reading.
What won't come quickly, one suspects, is an end to the splitting headache. George Bernard Shaw, a perennial sufferer, once complained to The Times of London about an overzealous editor with a wooden ear: "There is a pedant on your staff who spends far too much of his time searching for split infinitives. Every good literary craftsman uses a split infinitive if he thinks the sense demands it. I call for this man's instant dismissal; it matters not whether he decides to quickly go or to go quickly or quickly to go. Go he must, and at once."
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