title: Numerical integration in C++
body: <p>I need to integrate a function (of two variables).
  I know I can do it by using <em>Fubini theorem</em> to integrate one variable functions, then using numerical methods such as the <em>Rectangle method</em> or the <em>Trapezoidal rule</em>.</p>
  
  <p>But are there any pre-built functions to do that in <em>C++</em>? I need to integrate over the unit <code>R2</code> triangle <code>((0,0), (1,0), (0,1))</code>.</p>