Counting BPS States via Holomorphic Anomaly Equations

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We study Gromov-Witten invariants of a rational elliptic surface using holomorphic anomaly equation in [HST1](hep-th/9901151). Formulating invariance under the affine $E_8$ Weyl group symmetry, we determine conjectured invariants, the number of BPS states, from Gromov-Witten invariants. We also connect our holomorphic anomaly equation to that found by Bershadsky,Cecotti,Ooguri and Vafa [BCOV1](hep-th/9302103).
AMS-Latex, 30 pages; Table 3,4 and typos corrected and references added

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