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R is a good stats program, but it's slow on a lot of tasks. For basic arithmetic you can use any program you like equally well (you could even use Python if you really wanted to) but for computationally intense tasks, especially involving matrices, you might be better off with a language that handles matrices more readily, like Matlab or one of the free clones like Scilab/Octave.
I've always found R to be good for matrix calculations between matrices smaller than 100,000 * 100,000, so long as you don't have them stuck in a loop. Unfortunately, efficiency problems seem to pop up where they really shouldn't. Still, it's easier than C...
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