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Chebfun

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Chebfun
Developer(s)The Chebfun team, University of Oxford
Stable release
v5.3.0 / 26 November 2015
Repository
Written inMATLAB
TypeNumerical software
LicenseBSD
Websitewww.chebfun.org

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 5.3.0, was released on November 26, 2015.

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, Zachary; Trefethen, Lloyd N. (2004). "An Extension of MATLAB to Continuous Functions and Operators" (PDF). SIAM Journal on Scientific Computing. 25 (5): 1743–1770. doi:10.1137/S1064827503430126.
  2. ^ a b Trefethen, Lloyd N. (2007). "Computing Numerically with Functions Instead of Numbers" (PDF). Mathematics in Computer Science. 1: 9–19. doi:10.1007/s11786-007-0001-y.
  3. ^ a b Pachón, Ricardo; Platte, Rodrigo B.; Trefethen, Lloyd N. (October 2010). "Piecewise-smooth chebfuns" (PDF). IMA Journal of Numerical Analysis. 30 (4): 898–916. doi:10.1093/imanum/drp008.
  4. ^ Driscoll, Tobin A.; Bornemann, Folkmar; Trefethen, Lloyd N. (December 2008). "The chebop system for automatic solution of differential equations" (PDF). BIT Numerical Mathematics. 48 (4): 701–723. doi:10.1007/s10543-008-0198-4.
  5. ^ a b Townsend, Alex; Trefethen, Lloyd N. (2013). "An Extension of Chebfun to Two Dimensions" (PDF). SIAM Journal on Scientific Computing. 35 (6): C495–C518. doi:10.1137/130908002.