Commonly, in a lot of frameworks, you can find examples of creating a query using the query builder. Often you will see:
$query->select('field');
$query->from('entity');
However, in some frameworks you can also do it like this
$object->select('field')
       ->from('table')   
       ->where( new Object_Evaluate('x') )
       ->limit(1) 
       ->order('x', 'ASC');
How do you actually do this kinds of chains?
This is called Fluent Interface -- there is an example in PHP on that page.
The basic idea is that each method (that you want to be able to chain) of the class has to return $this -- which makes possible to call other methods of that same class on the returned $this.
And, of course, each method has access to the properties of the current instance of the class -- which means each method can "add some information" to the current instance.
Basically, you have to make every method in the class return the instance:
<?php
class Object_Evaluate{
    private $x;
    public function __construct($x){
        $this->x = $x;
    }
    public function __toString(){
        return 'condition is ' . $this->x;
    }
}
class Foo{
    public function select($what){
        echo "I'm selecting $what\n";
        return $this;
    }
    public function from($where){
        echo "From $where\n";
        return $this;
    }
    public function where($condition){
        echo "Where $condition\n";
        return $this;
    }
    public function limit($condition){
        echo "Limited by $condition\n";
        return $this;
    }
    public function order($order){
        echo "Order by $order\n";
        return $this;
    }
}
$object = new Foo;
$object->select('something')
       ->from('table')
       ->where( new Object_Evaluate('x') )
       ->limit(1)
       ->order('x');
?>
This is often used as pure eye candy but I suppose it has its valid usages as well.
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