Octave

Octave is a high-level interpreted language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab. It may also be used as a batch-oriented language. 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 partial differential 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.