A first tip on programing. Do not invent the wheel again. Always try to find a function which are doing what you want. Use help documentation or just search at google.

When writing a program one should always remember that is common that other people will use it. Hence one has to write clear and structured. To do this, follow this example: Programming example

For a short tutorial, just type "Matlab tutorial" in google and pick one!

For a short tutorial, just type "Mathematica tutorial" in google and pick one!

Jan Södersten has a introduction to mathematica on his homepage. Unfortunately it is in Swedish. It can be found here.

For a short tutorial, just type "R tutorial" in google and pick one!

An introduction to R can be found here. It is quite long so do not print it!
The homepage of R can be found here.
A reference card for R can be found here.

Book: Crawlew "The R book".

For a short tutorial, just type "C tutorial" in google and pick one!

An introduction to C can be found here or another one here

It is possible to integrate C/C++ code in Matlab through an interface called "mex". Here is a short HOWTO on how it can be done. Observe that it also includes a simple C program that makes use of the gsl library (e. g. for random number generation).

Here is a document with some tips on all the above packages.

Here are some very basic Linux commands used to navigate the system.