Code I've written
Ox code
Ox is a nice matrix programming language with a particular emphasis on Econometrics (see http://www.doornik.com/products.html#Ox). As a language, It's substantially less disgusting than matlab (being similar to C/C++, but simpler), plus it has excellent runtime performance and is available for free to students and academics.
Ox-mode
I've written an emacs mode for Ox, which you can find here: ox-mode
OxFFI
I'm also the developer of OxFFI , which makes it easy for Ox code to call functions written in C, without the need to write and compile wrapper code. It's available here under an open source license.