Pretty sure they use a language without a garbage collector for the control software. Probably C or ADA. Look at the FAA specifications for more guidelines. For airplanes it's DO-178C I think, not sure about rockets.

EDIT: One of the coolest projects I saw in recent time was CoPilot, which is a Haskell dialect that compiles down to C control loops which are statically guaranteed to run in constant time and memory. There is also arduino-copilot for if you want to play with ultra-hard real time software but can't afford an entire rocket.