GNU Octave

GNU Octave is a high-level interpreted language, primarily intended for

numerical computations. It provides capabilities for the numerical

solution of linear and nonlinear problems, and for performing other

numerical experiments. It also provides extensive graphics capabilities

for data visualization and manipulation. Octave is normally used through

its interactive command line interface, but it can also be used to write

non-interactive programs. The Octave language is quite similar to

Matlab so that most programs are easily portable.

Octave has extensive tools for solving common numerical linear algebra

problems, finding the roots of nonlinear equations, integrating ordinary

functions, manipulating polynomials, and integrating ordinary

differential and differential-algebraic equations. It is easily

extensible and customizable via user-defined functions written in

Octave's own language, or using dynamically loaded modules written in

C++, C, Fortran, or other languages.