Octave
"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 is freely available software, and
is available for most versions of Unix and Windows. Functions are
available for most statistical operations.
http://www.octave.org/