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Environment
- Interactive—type matrix expressions and see results
- Development—full development environment for developing programs and commands
- Automatically compiled code
General features and matrix operators
- Support for real and complex values
- Joining by rows or columns
- Addition, subtraction, multiplication, scalar division
- Elementwise arithmetic
- Transposition and reshaping
- Kronecker and Hadamard products
- Inner and outer products
Optimizer 
- Code the function, function and gradient, or function, gradient, and Hessian
- Newton–Raphson, BFGS, DFP, BHHH, Nelder–Mead, and Gauss–Newton techniques
- Versions for general problems and statistical problems like maximum likelihood
- Debugger
- Covariance matrix based on Hessian, outer product of gradients, or robust/sandwich
Mathematical and matrix functions
- LAPACK numerical analysis routines
- Symmetric, nonsymmetric, and generalized inverses
- Cholesky, LU, QR, and SVD solvers
- Transcendental and trigonometric functions
- Gamma and factorial functions
- Density and distribution functions
- Polynomial evaluation, arithmetic, and calculus
- Hilbert, Toeplitz, and Vandermonde matrices
- Duplication, commutation, and elimination matrices
- Random-number generation
- Fast Fourier analysis
- Cubic splines
- Means, sums, minimums, and maximums of matrices
- Numerical first and second derivatives
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Object-oriented programming
- Inheritance
- Virtual functions
- Encapsulation of data structures and programs
Decompositions
- Eigenvalues and eigenvectors
- Cholesky
- LU and LUD
- QR
- Schur
- Hessenberg
- Singular value
- Permutation matrices
Data accumulation
- Cross products
- Cross products of deviations from means
- Weighted and GLS-type cross products
- Support for quad-precision cross products
Stata interface
- Convert Stata datasets to matrices and vice versa
- Virtual matrix views onto dataset
- Access and set estimation-class and other macros
- Manipulate dataset value labels
Other features
- String scalars and matrices
- File I/O, including buffered I/O
- C-like syntax
- Fast execution
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