The CenterSpace.NMath.Core namespace includes classes for computing an approximation of the integral of a OneVariableFunction over some interval (Chapter 13). These classes include RombergIntegrator and GaussKronrodIntegrator, which implement the IIntegrator interface.
Also the class TwoVariableIntegrator computes the integral of a function of two variables. Class TwoVariableIntegrator computes the double integral by breaking up the problem into repeated one-dimensional integrals.
The chapter describes how to use class TwoVariableIntegrator.