How to insert multiple rows into a SQLite 3 table?

Question

In MySQL I'd use

INSERT INTO `mytable` (`col1`, `col2`) VALUES
  (1, 'aaa'),
  (2, 'bbb');

but this causes an error in SQLite. What is the correct syntax for SQLite?

Answer 1

This has already been answered before here: Is it possible to insert multiple rows at a time in an SQLite database?

To answer your comment to OMG Ponies answer:

As of version 3.7.11 SQLite does support multi-row-insert. Richard Hipp comments:

"The new multi-valued insert is merely syntactic suger (sic) for the compound insert. 
There is no performance advantage one way or the other."