product_rule_test, a MATLAB code which calls product_rule(), which creates a multidimensional quadrature rule by using a product of distinct one-dimensional quadrature rules.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
product_rule, a MATLAB code which constructs a product quadrature rule from distinct 1D factor rules.
The first factor is a 1D Clenshaw Curtis rule of order 3:
The second factor is a 1D Gauss Legendre rule of order 2:
The resulting product rule files: