How to make volumetric lighting?

Question

OpenGL

With a point source, we build a depth map, and then we check all objects for the fact that the depth of the current point is less than the depth of this map.
But I have a large light source (for example, a rectangle or something similar), which can not be called a point. How to draw a shadow from such a source in open-angle (most likely with the help of shaders)?
You can, of course, divide such a rectangle into n * n (or even m * m) points, and build your own small illumination from each point. But it will take a long time in my opinion.
For simplicity, let the source be on one side of all objects, that is, for example, a lamp on the ceiling, and all objects inside the room.