I have started using Julia as my language of choice for mathematical programming. It is very nice, faster than Python, open source unlike Matlab, and an intuitive syntax so that migrating is simple. There are precompiled packages that can be downloaded from the website, but for whatever reason I had problems with them. One particular example was when performing a Cholesky decomposition of a matrix. As the matrix size increased the result became less and less similar to the Matlab decomposition of the same matrix and then crashed above a certain size. After googling for quite a while I found it was similar to issues other people had with the linear algebra subroutines. I found that downloading the source from github and compiling on my computer fixed the problem. Hence this is what I would recommend. This is how to install from a clean install of Linux Mint 17.1, but it should be effectively the same as for any Ubuntu based Linux distribution. Firstly install git sudo apt-get insta...
Interesting and useful things that I have found out and want to share.