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This lecture covers the installation process of GNU Octave, a high-level interpreted language for numerical computations, providing capabilities for linear and nonlinear problem solutions, data visualization, and more. It explains how to download and install Octave on various operating systems like GNU/Linux, BSD, OS X, and Windows, highlighting the differences in the installation procedures. The lecture also touches upon the availability of Octave packages for expanding its core functionality and the support resources provided by the Octave community.