efficient-java-matrix-library - Project Hosting on Google Code
Efficient Java Matrix Library (EJML) is a linear algebra library for manipulating dense matrices. Its design goals are; 1) to be as computationally efficient as possible for both small and large matrices, and 2) to be accessible to both novices and experts. These goals are accomplished by dynamically selecting the best algorithms to use at runtime and by designing a clean API. EJML is free, written in 100% Java and has been released under an LGPL license.