What exactly did you want to do?
GPLv3 (which is the license Octave uses) does not always prohibit linking GPLv3 code with proprietary code. In particular, if you want to hack up a private copy of Octave for your own use, and do not distribute that to others, that's fine.
The key grant of rights is this, from section 2: "You may make, run and propagate covered works that you do not convey, without conditions so long as your license otherwise remains in force".
A covered work is "either the unmodified Program or a work based on the Program".
"Convey" means "any kind of propagation that enables other parties to make or receive copies".
If you are just doing stuff for your own private use, you are not conveying, and so that grant of rights to "make, run, and propagate covered works...without conditions" applies to you.
