DISK01_QUARTER_RULE is a MATLAB program which demonstrates how to compute a quadrature rule of a particular precision to estimate integrals over the interior of the unit quarter disk in 2D.
The unit quarter disk in 2D is the set of points (X,Y) such that 0 <= X, 0 <= Y, and X^2+Y^2 <= 1.
The program sets up the nonlinear equations that characterize the points and weights of the rule, and then calls MATLAB's fsolve() function to solve the nonlinear system.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
DISK01_QUARTER_RULE is available in a MATLAB version.
DISK01_QUARTER_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the unit quarter disk in 2D.
You can go up one level to the MATLAB source codes.