GNU Octave - open source alternative to MATLAB

GNU Octave, the open-source alternative to MATLAB. Thousands of students, educators, and researchers from around the world use Octave each day for studying machine learning, control systems, numerical methods, and more.

GNU Octave is a high-level programming language primarily intended for scientific computing and numerical computation. Octave helps in 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. As part of the GNU Project, it is free software under the terms of the GNU General Public License.

Octave is written in C++ using STL libraries.
Octave uses an interpreter to run scripts in that language.
Octave is extensible using loadable modules.