Which programming language should I use?

My Desiderata for a language

The language should

• Have an intepreter for rapid prototyping, ease of debugging, and maximum fun.
• Have a native code (not just byte code) compiler that produces fast code that can be run stand-alone or be called from the interactive environment.
• Have good support for vectors, multi-dimensional arrays, strings, hash tables, etc. in the standard library.
• Have a free implementation.
• Work under linux and windows (so I can transfer code easily between my desktop and my laptop).

Some language comparisons

• Computer language shootout benchmarks
• An empirical comparison of C, C++, Java, Perl, Python, Rexx and Tcl for a search/ string-processing program, Lutz Prechelt, TR 2000
• Revenge of the Nerds, Paul Graham, 2003. Interesting discussion of C++, Java, Lisp, Python and Perl.
• Why I hate (programming language) advocacy, by Mark-Jason Dominus (2000).
• Religious zealotry for Python and other languages
• Keith Waclena's programming language comparison (1997)
• Java vs Lisp, JPL study
• Lisp's macros, a response to Graham's "Beating the averages" article
• Numerical benchmark of C++, Java and Fortran, 4 Jan 2003
• Lisp vs Ocaml vs C++.
• Why Ocaml?

Comparison of Matlab, R/S/Splus, Gauss, etc.

• Comparison of mathematical programs for data analysis, Stefan Steinhaus, tech report, 2000.
  This is a very detailed comparison of features and speed of several interactive scientific programming environments, e.g. Matlab, Mathematica, Splus.
• User comparisons of several interactive langauges
• Matlab vs R discussion, April 2004. Note: you can call matlab from R and vice versa.
• Short but sensible comparison of Splus and Matlab, 2003.
• Econometric programming environments: Gauss, Ox and S-PLUS, Francisco Cribari-Neto. J. of Applied Econometrics, 12(1):77-89, 1997
  Ox can not be used interactively, and has a C-style syntax (it even requires users to pre-declare variables!). Its only advantage is speed. S-Plus has tons of features and good documentation, but is slow. Gauss is somewhere in between.
• MATLAB as an econometric programming environment, Francisco Cribari-Neto and Mark J. Jensen. J. of Applied Econometrics, 12(6):735-432, 1997.
  The basic conclusion is that Matlab has excellent graphics and sparse-matrix facilities, but is slower than Gauss/Ox (especially on code with loops), and has few statistical routines built-in (one must buy the stats toolbox).
• R: Yet another econometric programming environment, Francisco Cribari-Neto and S. Zarkos. J. of Applied Econometrics, 14(3):319-329, 1999.
  The basic conclusion is that R is much faster than Splus on code with loops, but a little bit slower on vectorized code. (Gauss/ Ox is much faster than both; in my experience, R and Matlab have about the same speed.) However, R has much better memory management than Splus, and R is free. Otherwise, R/S/Splus are essentially the same.
• Scilab, an open source alternative to Matlab.
• Octave, an open source version of matlab.
• Lush, Yann Le Cun's lisp-like Matlab replacement. It seems to meet many of the desiderata above (although it does not work on windows), and has proven adequate for real time computer vision and large-scale machine learning experiments.
• PVwave, described by John Fisher as "Matlab on steroids". It is designed for data analysis and visualization.
• R, an open-source version of S. Click here for a list of pros and cons for rewriting BNT in R. Click here for a new project to implement a graphical models library in R.