Description:

GNU Octave is a high-level 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 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.