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MATLAB

 

MATLAB is a technical computing environment for high-performance numeric computation and visualization. MATLAB integrates numerical analysis, matrix computation, signal processing, and graphics in an easy-to-use environment where problems and solutions are expressed just as they are written mathematically - without traditional programming.

The name MATLAB stands for matrix laboratory. MATLAB was originally written to provide easy access to matrix software developed by the LINPACK and EISPACK projects, which together represent the state of the art in software for matrix computation.

(from http://www.mathworks.com/matlab.html)
Look at the citations for published reviews of the program.

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