GNU Octave a program for performing numerical analysis, mostly compatible with MATLAB under Linux and UNIX operating systems. MATLAB is a numerical computing environment and programming language. Created by The MathWorks, MATLAB allows easy matrix manipulation, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs in other languages. Although it specializes in numerical computing, an optional toolbox interfaces with the Maple symbolic engine, allowing it to be part of a full computer algebra system.
From the project page:
GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient 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.
You can read more about latest version here
=> Visit official project home page to download GNU Octave program.
Other free alternatives to mathworks matlab
Personally I've used scilab, which is also open source platform for numerical computation or alternative to Matlab.