Octave is a (mostly matlab (r) compatible) high-level language, primarily intended for numerical computations. it provides a convenient command-line interface for solving linear and nonlinear problems numerically.

octave uses some of the best and most respected numerical libraries as balgen, dassl, eispack, fftpack, lapack, linpack, minpack, odepack, ranlib, slatec-fn and villad. octave can be dynamically extended with user-supplied c++ files.