Symbolic Tools
Intended
Audience:
- Econometricians and financial analysts doing medium to large scale
modeling to solve problems in econometrics.
Product Description:
Symbolic Tools™ augments the numeric and graphical capabilities
of GAUSS™, the matrix programming system used by econometricians
and financial analysts, with additional types of mathematical functionality
based on symbolic computations. The computational work is carried out
by the Maple™ kernel using the OpenMaple™ API. The interface
permits code to be evaluated symbolically in Maple and the results returned
to GAUSS, or to create a GAUSS procedure based on Maple's symbolic results.
The principal application is the creation of analytically evaluated gradients
and Hessians for optimization problems, resulting in speed increases
in the order of 10 to 20 fold.
Features list:
- The concept behind Symbolic Tools is to augment the numeric
and graphical capabilities of GAUSS with additional types of mathematical
functionality based on symbolic computations. These include:
- Symbolic
Algebra. This includes analytic differentiation and integration, automatic
differentiation, as well as simplification.
- Linear Algebra. This capability
allows for the exact (as opposed to the numeric) evaluation of matrix
forms, including inverses, determinants and eigenvalues.
- Language Extension.
This permits the evaluation of a wide range of mathematical functions
and matrix forms, effectively extending the GAUSS language.
- Precision.
Numerical evaluation of functions can occur at any specified level
of accuracy.
Technical Requirements
- Windows 98, NT4, ME, 2000, or XP
- GAUSS 4.0 for Windows or GAUSS Engine
4.0 for Windows, or higher. GAUSS is available from Aptech Systems
(www.aptech.com).
- Maple 9 or higher (Windows)
Author Information
- Jon Breslaw
Econotron Software, Inc.
http://www.econotron.com
support@econotron.com
Dr. Breslaw graduated from Cambridge University in the UK in 1967 and earned
his doctorate in economics at the University of California, Berkeley in 1974.
He was a professor at Concordia University in Montréal for 25 years
and founded Econotron Software in 1978. Econotron creates custom software and
user interfaces for applications in econometrics, finance, education and the
arts. Academics and researchers in over 40 countries use its products.
Technical Support
|