There is some freely available software on the web, however it is your responsibility to make sure your code compiles in the matlab (you can check so by using a university lab)
The information below is cortesy Karim (thanks!)
Highly compatible with matlab, for Linux
Highly compatible with matlab, for Windows
Close to matlab, but not really compatible (for example : matrice creation : it uses commas instead of spaces to separate values on the same row), but there is converters from matlab to scilab and the other way.
Machine Learning Courses: