With the best selection of points, the value of the first integral, evaluated at N points is
Then the value of the second integral is
Define
So that
The error term is
The errors for each dimension are additive, while the number of function evaluations are multiplicative.
For an n dimensional integral with an equal number of evaluations in each dimension
The error in this integral is
The smallest number of points in each dimension is ~ 2. For n = 6, this is 64 points with an error of
. This does not seem small at all.
Doubling this number to 4 takes 64 times as long using 4096 points for an error of
.
Doubling this number to 8 takes 64 times as long using 262144 points for an error of
N=106, then Well within reach.
N=212 = 4096
N=412 = 262144 - fast
N=512=244,140,625 noticeable maybe a days run.
Note that there is no need to generate extensive sets of Gauss Quadrature points.