These things are sort of shortcuts to each other.
The most fundamental thing is let. This keyword gives names to stuff:
let name = "stuff"
Speaking more technically, the let keyword defines an identifier and binds it to a value:
let identifier = "value"
After this, you can use words name and identifier in your program, and the compiler will know what they mean. Without the let, there wouldn't be a way to name stuff, and you'd have to always write all your stuff inline, instead of referring to chunks of it by name.
Now, values come in different flavors. There are strings "some string", there are integer numbers 42, floating point numbers 5.3, Boolean values true, and so on. One special kind of value is function. Functions are also values, in most respects similar to strings and numbers. But how do you write a function? To write a string, you use double quotes, but what about function?
Well, to write a function, you use the special word fun:
let squareFn = fun x -> x*x
Here, I used the let keyword to define an identifier squareFn, and bind that identifier to a value of the function kind. Now I can use the word squareFn in my program, and the compiler will know that whenever I use it I mean a function fun x -> x*x.
This syntax is technically sufficient, but not always convenient to write. So in order to make it shorter, the let binding takes an extra responsibility upon itself and provides a shorter way to write the above:
let squareFn x = x*x
That should do it for let vs fun.
Now, the function keyword is just a short form for fun + match. Writing function is equivalent to writing fun x -> match x with, period.
For example, the following three definitions are equivalent:
let f = fun x ->
match x with
| 0 -> "Zero"
| _ -> "Not zero"
let f x = // Using the extra convenient form of "let", as discussed above
match x with
| 0 -> "Zero"
| _ -> "Not zero"
let f = function // Using "function" instead of "fun" + "match"
| 0 -> "Zero"
| _ -> "Not zero"
VandAare. - Mark Seemann