Numerical integration in C++

Question

I need to integrate a function (of two variables). I know I can do it by using Fubini theorem to integrate one variable functions, then using numerical methods such

Answer 1

I would recommend Gaussian quadrature and linear shape functions:

http://www.mathworks.com/matlabcentral/fileexchange/9230-gaussian-quadrature-for-triangles

http://www.wolframalpha.com/input/?i=gaussian+quadrature+triangle

http://www.cs.rpi.edu/~flaherje/pdf/fea6.pdf