Applymap: uses a mapping table to translate a value into another value. If the first value couldn't be found in the mapping table, you can choose to return the original value or a parameter value.
Lookup: will search for a value in a column of an internal table and return the corresponding value from another column. Compare this to the Excel VLookup function. You could call it a more powerful but slower version of ApplyMap.
IntervalMatch: the simple version tries to match a set of discrete numerical values in a single field to all from-to ranges listed in an specific internal table. The end result will be a synthetic key that connects field values to all matching ranges. The extended version throws keys into the mix whose values have to match 1:1. IntervalMatch has no relation to the previous two functions.
Oh and BTW, Lookup() and ApplyMap() are functions that may or may not be used while loading/calculating field data in a LOAD statement. Intervalmatch on the other hand is a LOAD statement prefix that turns a regular LOAD statement into a version with "side-effects" if you wish.
