koctave

kOctave is a KDE GUI for Octave; look at Octave's homepage
if you don't know what it is. kOctave contains an editor
with syntax highlighting and a help browser; you can work
almost the same way as in Matlab (c), i.e. use the editor
and execute your code from there with (F5) or press run.
One difference is the command window, it is meant for
"quick commands" and not a history as in Matlab you can
add commands to the list in settings.

WWW: http://sourceforge.net/projects/koctave/