MATLAB is a proprietary program and programming language for numeric computing. MathWorks is an interesting company; it continued to hire programmers all through 2002 and at least the beginning of 2003, despite the general depression in IT.
The quickest, lightest way to get Tcl and MATLAB talking is through DDE. MATLAB also exposes a COM interface that permits essentially fully general control, although it's documented with as much mystery as seems to be canonical with COM. In Calling Matlab from Python (alternate ), Paul McGuire, 2004-03-11, the author documents his experience in COM control with Python; most of this knowledge translates easily to Tcl.
TMath and TCL-MAT both bind Tcl and MATLAB.
Octave is an open-source replacement for MATLAB.
AM 2007-09-26: A product associated with MATLAB is Simulink. Playing Simulink is an attempt to bring its functionality (as far as I understand it) to Tcl.