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Chebfun

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Chebfun

Chebfun
Developer(s) The Chebfun team, University of Oxford
Stable release v5.0 / June, 21st 2014
Written in MATLAB
Type Numerical software
License BSD
Website .org.chebfunwww

Chebfun is a free/open-source software system written in MATLAB for numerical computation with functions of a real variable. It is based on the idea of overloading MATLAB's commands for vectors and matrices to analogous commands for functions and operators. Thus, for example, whereas the SUM command in MATLAB adds up the elements of a vector, the SUM command in Chebfun evaluates a definite integral. Similarly the backslash command in MATLAB becomes a Chebfun command for solving differential equations.[1][2][3][4][5]

The mathematical basis of Chebfun is numerical algorithms involving piecewise polynomial interpolants and Chebyshev polynomials, and this is where the name "Cheb" comes from. The package aims to combine the feel of symbolic computing systems like Maple and Mathematica with the speed of floating-point numerics.[2][3]

The Chebfun project is based in the Mathematical Institute at the University of Oxford and was initiated in 2002 by Lloyd N. Trefethen and his student Zachary Battles.[1] The most recent version, Version 5.0, was released in June 2014.

On the 4th of March 2013 Chebfun2, a software system that extends Chebfun to two dimensions, was made publicly available.[5]

Features

  • Approximation of functions
  • Quadrature
  • Rootfinding
  • 1D global optimisation
  • Ordinary differential equations
  • Partial differential equations
  • Approximation of smooth bivariate functions (Chebfun2)
  • Bivariate rootfinding
  • Vector calculus

Example usage

A user may begin by initialising the variable x, on the interval [0,10], say.

>> x = chebfun('x',[0,10]); 

This variable can now be used to perform further computations, for example, computing and plotting roots of a function:

>> f = sin(x) + sin(x.^2);  plot(f)
>> r = roots(f); hold on, plot(r,f(r),'.r'), hold off 

The definite integral can be computed with:

>> sum(f) 
ans 
   = 2.422742429006079 

References

  1. ^ a b Battles, Z.; Trefethen, L. N. (2004). "An Extension of MATLAB to Continuous Functions and Operators". SIAM Journal on Scientific Computing 25 (5): 1743.  
  2. ^ a b Trefethen, L. N. (2007). "Computing Numerically with Functions Instead of Numbers". Mathematics in Computer Science 1: 9–19.  
  3. ^ a b Pachon, R.; Platte, R. B.; Trefethen, L. N. (2009). "Piecewise-smooth chebfuns". IMA Journal of Numerical Analysis 30 (4): 898.  
  4. ^ Driscoll, T. A.; Bornemann, F.; Trefethen, L. N. (2008). "The chebop system for automatic solution of differential equations". BIT Numerical Mathematics 48 (4): 701.  
  5. ^ a b Townsend, A.; Trefethen, L. N. (2013). "An Extension of Chebfun to Two Dimensions". SIAM Journal on Scientific Computing 35 (6): C495.  
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