From the webpage:
GNU Octave is a high-level interpreted language, primarily intended for numerical computations. It provides capabilities for the numerical solution of linear and nonlinear problems, and for performing other numerical experiments. It also provides extensive graphics capabilities for data visualization and manipulation. Octave is normally used through its interactive command line interface, but it can also be used to write non-interactive programs. The Octave language is quite similar to Matlab so that most programs are easily portable.
Version 4.0.0 has been released and is now available for download. Octave 4.0 is a major new release with many new features, including a graphical user interface, support for classdef object-oriented programming, better compatibility with Matlab, and many new and improved functions.
An official Windows binary installer is also available from ftp://ftp.gnu.org/gnu/octave/windows/octave-4.0.0_0-installer.exe
A list of important user-visible changes is availble at http://octave.org/NEWS-4.0.html, by selecting the Release Notes item in the News menu of the GUI, or by typing news at the Octave command prompt.
In terms of documentation:
Reference Manual
Octave is fully documented by a comprehensive 800 page manual.
The on-line HTML and PDF versions of the manual are generated directly from the Texinfo source files that are distributed along with every copy of the Octave source code. The complete text of the manual is also available at the Octave prompt using the doc command.
A printed version of the Octave manual may be ordered from Network Theory, Ltd.. Any money raised from the sale of this book will support the development of free software. For each copy sold $1 will be donated to the GNU Octave Development Fund.