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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.
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