The use of Matlab is recommended for the coursework. Matlab is available on the College computer network (on both UNIX and Windows machines). If you want to buy a copy of Matlab for your personal computer, there is a Student Version available. For more information go to The MathWorks web site.
If you are new to Matlab, here's a sample file of useful Matlab commands: sample.m (being a .m file, this file can actually be executed by calling `sample' within Matlab). A more extensive introduction to Matlab can be found here.
An alternative is to use the free software Octave, a Matlab look-alike that can be downloaded here. Most basic Matlab code can be made to run under Octave. But note that there is one issue of particular importance to us: Octave uses qz(k,m) instead of Matlab's eig(k,m) for solving generalised eigenvalue problems. For more information consult the Octave documentation, which is also useful as a Matlab user guide. More on Octave-Matlab compatibility problems can be found here.
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