I have to do experiments with Matlab code and try to run in other application. I already tried Octave and it need some modifications. Any other application which I can use to run Matlab code?
Leonard, as far as I know no software is fully compatible with MATLAB. Porting your code to other languages is not always straight forward -- you will have to perform certain modifications. It concerns SciLab and Octave as well. The amount of modifications depends on how complex your code is. The suggestion of Ibrahim to use mfile2sci is quite useful but keep in mind that you shouldn't fully rely on automatic code porting.
You can also embed Matlab code into Labview but if you are looking for a free (or open source) alternative to Matlab software, the above suggestions are a good starting point. But the most compatible software with Matlab code is Matlab ;-)
I use Octave, I was able to get functions developed and tested in Matlab and use them in Octave. I know that all Matlab toolboxes are not available in Octave.