Efficient Java Matrix Library is a linear algebra library for manipulating dense matrices

Efficient Java Matrix Library is a linear algebra library for manipulating dense matrices. Its design goals are:

  1. To be as computationally and memory efficient as possible for both small and large matrices
  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 Java and has been released under an LGPL license.

https://code.google.com/p/efficient-java-matrix-library/