MATLAB, short for Matrix Laboratory, is a simple and flexible
programming environment for a wide range of problems such as signal
processing, optimization, linear programming and so on. The basic
MATLAB software package can be extended by using add-on toolboxes.
Examples of such toolboxes are: Signal Processing, Filter Design, Statistics
and Symbolic Math.
Comprehensive documentation for MATLAB is available at
Mathworks.com.
In particular, an excellent (extensive) getting started guide is available at
Getting started with MATLAB.
There is also a very active newsgroup for MATLAB related questions,
comp.soft-sys.matlab
MATLAB is an interpreted language. This implies that the source code is
not compiled but interpreted on the fly. This is both an advantage and a
disadvantage. MATLAB allows for easy numerical calculation and
visualization of the results without the need for advanced and time
consuming programming. The disadvantage is that it can be slow,
especially when bad programming practices are applied.