The Glasgow Haskell Compiler is a state-of-the-art, open source, compiler and interactive environment for the HaskellLanguage. See http://haskell.org/ghc/index.html.  It can be used on Windows, Mac and Linux systems.

Installation and use of it is described in RealWorldHaskell.

The haskell.org site recommends to install it with the HaskellPlatform.
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CategoryHaskell CategoryLanguageImplementation.