An open source competitor to MATLAB / Octave that has gained a lot of traction this past year is Julia. Julia performs at speeds of C/C++ with a syntax that is similar to MATLAB. Julia also has a package management system similar to R but, for now at least, with far fewer packages than R.
Learn more about Julia here: http://julialang.org.
An IDE for Julia is available here: http://forio.com/julia
Discussion the language here: https://groups.google.com/forum/#!forum/julia-users