Numerical integration in C++ -

hello need integrate function (of 2 variables). know can using fubini theorem integrate 1 variable functions using numerical methods such rectangle method or trapezoidal rule.

but there pre-built functions in c++ ? need integrate on the unit r2 triangle ((0,0), (1,0), (0,1)).

you can use gnu scientific library, supports many "numerical analysis" functions including integration.

a simple example of integration manual few lines of code:

#include <stdio.h> #include <math.h> #include <gsl/gsl_integration.h>  double f (double x, void * params) {   double alpha = *(double *) params;   return log(alpha*x) / sqrt(x); }  int main (void) {   double result, error;   double expected = -4.0;   double alpha = 1.0;   gsl_integration_workspace * w      = gsl_integration_workspace_alloc (1000);    gsl_function f;   f.function = &f;   f.params = &alpha;    gsl_integration_qags (&f, 0, 1, 0, 1e-7, 1000,                         w, &result, &error);     printf ("result          = % .18f\n", result);   printf ("exact result    = % .18f\n", expected);   printf ("estimated error = % .18f\n", error);   printf ("actual error    = % .18f\n", result - expected);   printf ("intervals =  %d\n", w->size);    gsl_integration_workspace_free (w);    return 0; }