GNU Octave is a comprehensive linear algebra and matrix handling system, similar to MATLAB.
GNU Octave is open source software released under the GNU Public License (GPL), sometimes refered to as "copyleft"
The website for the GNU Octave project is http://www.gnu.org/software/octave/
The website has downloadable files to install Octave. The windows and macintosh versions are distributed in binary (precompiled) form. If you have a unix or linux system, which is the native development platform for Octave, you can build Octave from the source code if you choose to do so (you can also install it as part of some Linux distributions with an installer such as YUM).
The remainder of this page describes installation of the binary distribution on a windows system. The procedure for a macintosh is similar.
First, follow the link to the GNU Octave website
Click on the Download link:
Select the appropriate installer for your system:
A dialog box for the download should appear:
Wait for the files to download:
When the download is complete, double click on the ...setup.exe file to start the install process:
When the following dialog box appears, click OK:
This should start the installer:
Click Next to continue.
A dialog box with the lengthy scrolling text of the GPL license appears (read it if you are interested in the legal innovation allows open source software to exist). When you have finished, click Next:
From here on, you can just take the defaults by clicking Next
To accept the default choice for the install directory, click Next:
When the following dialog box appears, click Install to complete the installation. After a very large number of individual files are copied, the following screen should appear:
Click Finish to exit the install dialogue.
Why do we need Octave? In the context of this course, there are two reasons to use octave.
First, many of the computations we do in statistics can be expressed succinctly in matrix notation.
Second, the computations often involve ill-conditioned matrices, so we need to perform the computations carefully. Simply plugging into an algebraic formula often produces inaccurate results due to the limitations of floating point arithmetic. These can be avoided by using sound numerical analysis techniques, which are often not obvious or even counterintuitive. Octave saves us from having to discover and implement these ourselves.