Integrability of the holomorphic anomaly equations

We show that modularity and the gap condition make the holomorphic anomaly equation completely integrable for non-compact Calabi-Yau manifolds. This leads to a very efficient formalism to solve the topological string on these geometries in terms of almost holomorphic modular forms. The formalism provides in particular holomorphic expansions everywhere in moduli space including large radius points, the conifold loci, Seiberg-Witten points and the orbifold points. It can be also viewed as a very efficient method to solve higher genus closed string amplitudes in the $\frac{1}{N^2}$ expansion of matrix models with more then one cut.
47 pages, 3 figures; v2: fixed typos, added journal-ref