Some versions of Linux can have font problems, requiring non-default fonts to be installed.
Some versions of Linux can have problems with the system X libraries, as the system X libraries are sometimes optimized versions that do not quite implement X properly; it might be necessary to install a real X library add add it to the LD_LIBRARY_PATH of the MATLAB executable.
A small number of video cards are known to be incompatible under Linux.
Linux does not support ActiveX at all.
Some of the toolboxes are not supported under Linux.
However, for all of these issues, MATLAB runs well under Linux.