Linear groups and computation

We present an exposition of our ongoing project in a new area of applicable mathematics: practical computation with finitely generated linear groups over infinite fields. Methodology and algorithms available for practical computation in this class of groups are surveyed. We illustrate the solution of hard mathematical problems by computer experimentation. Possible avenues for further progress are discussed. This article is aimed at a broad mathematical audience, and more particularly at users of group-theoretical methods and computer algebra systems.