I sometimes use MATLAB but it's too expensive for most people to buy, so it's worth checking out some alternatives like GNU Octave and SciLab, both of which seems to be actively maintained MATLAB clones
http://www.gnu.org/software/octave/http://www.scilab.org/If you need to run some real code, MATLAB lets you write mex-files; there's something similar, called oct-files, in Octave, and if you poke about on the web you can figure out how to write them -- but I was irritated to shell out for a print version of the Octave manual and then find that it doesn't say one word about oct-files. The SciLab user interface seems primitive but the whole manual is easily available in readable form from the menu
Anybody out there play with this stuff?