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Gnuplot is a command-driven interactive plotting program. It is is included in many Unix distributions like Gnu/Linux. While often used it as a graphics calculator, its features go way beyond that.
To start, type "gnuplot" from a terminal and type at the prompt "gnuplot>" the command "plot sin(x)". An other good way to start is "help example".
Example 1: An external C program randdata.c produces a data file, which is plotted by the gnuplot program .
Example 2: The example shows how to plot a surface additionally bounded by other surfaces.
Example 3: The example shows how to plot level curves and how to redirect the output as a ps file.
Example 4: The example shows how to draw a graph as a LaTeX picture.
More examples can be found on gnuplot-faq site.
You can grab these examples together with a Makefile at once as a gziped tar ball gnuplot.tgz . Unwrap it with "gunzip gnuplot.tgz; tar -xf gnuplot.tar", go to the directory "gnuplot", type "make example1" until "make example4" and finish with "make clean".

Simplicity, Clarity, Generality B.W. Kernighan, R. Pike, in "The Practice of Programming".