GNU Octave is a high-level language, primarily intended for numerical computations. It provides a 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.
- Octave Documentation and User Manual (https://www.gnu.org/software/octave/doc/interpreter/)
- Quarteroni, A., Saleri, F., Scientific Computing with MATLAB and Octave, Second Ed., Springer, 2006, 318 p.