  The paper develops applications of symmetric orbit functions, known from
irreducible representations of simple Lie groups, in numerical analysis. It is
shown that these functions have remarkable properties which yield to cubature
formulas, approximating a weighted integral of any function by a weighted
finite sum of function values, in connection with any simple Lie group. The
cubature formulas are specialized for simple Lie groups of rank two. An optimal
approximation of any function by multivariate polynomials arising from
symmetric orbit functions is discussed.
