An Efficient Composite Formula for Multidimensional Quadrature

A (2s+1)-point second-degree quadrature formula
for integration over an s-dimensional hyper-rectangle 
is presented.  All but one of the points lie on the
surface with weights of opposite sign attached to 
points on opposite faces.  When a large volume is subdivided
into congruent rectangular subdivisions, 
only one point is required in each interior subdivision
to achieve second-degree accuracy.

CACM January, 1964

Thacher Jr., H. C.

CA640109 JB March 10, 1978  5:28 AM

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