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Well, Cantor has a Sage backend and Sage has backends for Matlab and Mathematica. But fully integrated support for such proprietary applications is unrealistic, I think Octave would be more realistic.

it would be possible to add support for matlab or mathematica, but I will not write it. (i won't spend my free time on non-free software). For matlab users, there is an Octave backend in the works, see http://noughmad.wordpress.com/