MATLAB is a very popular language for technical computing used by students, engineers, and scientists in universities, research institutes, and industries all over the world. The software is popular because it is powerful and easy to use. For university freshmen in it can be thought of as the next tool to use after the graphic calculator in high school. This book is written with the objective to write a book that teaches the software in a friendly, non-intimidating fashion. Therefore, the book is written in simple and direct language. The book includes numerous sample problems in mathematics, science, and engineering that are similar to problems encountered by new users of MATLAB. Highlighting the new aspects of MATLAB and expanding on many existing features this text shows you how to solve problems in science, engineering, and mathematics. Many numerical methods are available for the solutions of the response of dynamic systems. We have discussed several widely used step-by-step numerical integration methods for linear dynamic response analysis. A brief description of these integration methods is presented and their application is illustrated. The integration schemes considered were three explicit and four implicit methods. They are the explicit schemes (the central difference method, two-cycle interaction with trapezoidal rule and fourth order Runge-Kutta method) and the implicit schemes (Houbolt method, Wilson Theta method, Newmark Beta method and the Park Stiffly stable method). Application of these direct numerical integration methods is illustrated with a case study of a linear dynamic system. The main objective of this book is to provide the students with the opportunity to improve their programming skills using the MATLAB environment to implement algorithms and to teach the use of MATLAB as a tool in solving problems in engineering. This book includes the coverage of basics of MATLAB and application of MATLAB software to solve problems in electrical circuits, control systems, numerical methods, optimization, direct numerical integration methods in engineering. With this foundation of basic MATLAB applications in engineering problem solving, the book provides opportunities to explore advanced topics in application of MATLAB as a tool.