Octave is a free clone of Matlab under the GNU license. I have used it under Linux, but the website also points to Windows and Mac versions. It works pretty well, and the interface should be familiar to Matlab users. It uses all of the same commands as Matlab, and goes beyond just the basics of matrix manipulation and plotting. There are both command line and GUI versions of the software. Not only is it free, but you don't need to go through the work of writing your own software.
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