Octave
A high-level interactive language by John W. Eaton, with help from many others, like MATLAB, primarily intended for numerical computations. Octave provides a convenient command line interface for solving linear and nonlinear problems numerically.
Octave can do arithmetic for real and complex scalars and matrices, solve sets of nonlinear algebraic equations, integrate functions over finite and infinite intervals, and integrate systems of ordinary differential and differential-algebraic equations.
Octave has been compiled and tested with g++ and libg++ on a SPARCstation 2 running SunOS 4.1.2, an IBM RS/6000 running AIX 3.2.5, DEC Alpha systems running OSF/1 1.3 and 3.0, a DECstation 5000/240 running Ultrix 4.2a, and Intel 486 systems running Linux. It should work on most other Unix systems with g++ and libg++.
Octave is distributed under the GNU General Public License. It requires gnuplot, a C++ compiler and Fortran compiler or f2c translator.
home.
ftp://ftp.che.wisc.edu/pub/octave/ or your nearest GNU archive site.