Interface between two proprietary computer programs

A system for accelerating the evaluation of an integral with solutions obtained by an acceleration program, while protecting the secrecy of the solution generation program from the system user, the system comprising:

• a storage device having the acceleration program and a program for evaluating the integral;
• a processor coupled to the storage device, the processor being configured to:
• generate a solution from the acceleration program;
• sample the integral by using the solution to solve the integral to obtain information relating to the integral;
• determine further solutions by using the information relating to the integral obtained by sampling the integral;
• and
• calculate a value for the integral based on the determined further solutions without disclosing the determined further solutions to the user of the evaluation program.

A method of accelerating an integral evaluation program having an integrand using the Monte Carlo method with a sequence generated by a sequence generation program having a proprietary sequence generation algorithm, while protecting the secrecy of the integrand of the integral evaluation program and the sequence generation program from a user of the evaluation program, the method comprising the steps of:

• determining a point in a sequence generated by the sequence generation program;
• evaluating the integrand at the point to produce an integrand value;
• determining a sequence of sample points by using the integrand value to obtain information about the integrand without revealing the integrand to the user of the evaluation program;
• evaluating the integrand using the sequence of sample points to produce corresponding integrand values without revealing the sequence of sample points or the sequence generation algorithm to the user of the evaluation program;
• and
• obtaining a resulting integral solution based on the evaluation of the integrand using the sequence of sample points.

A method of accelerating an integral evaluation program having a proprietary integral evaluation algorithm, using the Monte Carlo method with sequences generated by a sequence generation program having a proprietary sequence generation algorithm, while protecting the secrecy of the proprietary sequence generation algorithm of the sequence generation program from a user of the integral evaluation program, the method comprising the steps of:

• generating a sequence of points by the sequence generation program using the proprietary sequence generation algorithm;
• calculating a simulated value using the integral evaluation program based on a number of points in the sequence;
• counting the number of points used in calculating the simulated value;
• determining the dimensionality of the integral evaluation program based on the number of points used in the calculation of the simulated value, wherein the dimensionality of the integral is kept secret;
• determining subsequent sequences of sample points by incorporating the dimensionality of the integral evaluation program and the simulated value without revealing the algorithm of the integral evaluation program;
• calculating subsequent values using the subsequent sequences without disclosing the proprietary sequence algorithm to the user of the integral evaluation program;
• and
• obtaining a resulting solution based on the values.

A method of accelerating an integral evaluation program having an integral using the Monte Carlo method with a sequence generated by a sequence generation program having a sequence generation algorithm, while protecting the secrecy of the sequence generation algorithm from a user of the evaluation program, the method comprising the steps of:

• determining a point in a probe sequence;
• evaluating the integrand using the point in the probe sequence to produce an integrand value without revealing the integrand;
• determining further sample points using the integrand value to obtain information about the integrand;
• storing the further sample points in a probe array;
• generating a sequence determined by the sequence generation program as a function of the probe array without revealing the sequence algorithm to the user of the evaluation program;
• determining a point in a sequence generated by the sequence generation program;
• evaluating the integrand at the point to produce an integrand value;
• determining a sequence of sample points by using the integrand value and probe array to obtain information about the integrand without revealing the integrand or the sequence generation algorithm;
• evaluating the integrand using the sequence of sample points and the probe array to produce corresponding integrand values without revealing the sequence of sample points to the user of the evaluation program;
• and
• obtaining a resulting integral solution based on the evaluation of the integrand using the sequence of sample points.

A system for accelerating an integral evaluation program having an integrand using the Monte Carlo method with a sequence generated by a sequence generation program having a proprietary sequence generation algorithm while preserving the secrecy of the sequence generation algorithm of the sequence generation program from a user of the system, the system comprising:

• a storage device storing the integral evaluation program and the sequence generation program;
• an integrand evaluation circuit coupled to the storage device and configured by the integrand program;
• a sequence generation circuit coupled to the storage device and configured by the sequence generation program, the sequence generation circuit including:
• an initial determination circuit which determines a point in a sequence generated by the sequence generation algorithm;
• an evaluation circuit coupled to the storage device, the evaluation circuit being capable of:
• producing an integrand value by using the determined point;
• determines a sequence of sample points using the sequence generation algorithm by using the integrand value to obtain information about the integrand without revealing the integrand or the sequence generation algorithm;
• and evaluating the integrand using the sequence of sample points to produce corresponding integrand values without revealing the sequence of sample points to the user of the evaluation program.