Netlab is a commonly used Matlab library. (free and open source)
The Netlab toolbox is designed to provide the central tools necessary
for the simulation of theoretically well founded neural network
algorithms and related models for use in teaching, research and
applications development. It is extensively used in the MSc by
Research in the Mathematics of Complex Systems.
The Netlab library includes software implementations of a wide range
of data analysis techniques, many of which are not yet available in
standard neural network simulation packages. Netlab works with Matlab
version 5.0 and higher but only needs core Matlab (i.e. no other
toolboxes are required). It is not compatible with earlier versions of
Matlab.