Octave

Octave is like Matlab (trademark of Mathworks), but free (as in freedom) software. Not some similar program, but really Octave running natively.

The app is now free (as in $) to use, but a donation is appreciated to keep things going.

You are required to get the Octave Main Package .
You are required to get the Octave Gnuplot Package to support plotting.
There are many additional packages (com.octave.*) for use.