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A fast and easy to use dense matrix linear algebra library written in Java.
High performance scientific and technical computing data structures and methods, mostly based on CERN's Colt Java API
A comprehensive collection of matrix data structures, linear solvers, least squares methods, eigenvalue, and singular value decompositions.
Vector/matrix math package (Core)
Parallel Colt is a multithreaded version of Colt - a library for high performance scientific computing in Java. It contains efficient algorithms for data analysis, linear algebra, multi-dimensional arrays, Fourier transforms, statistics and histogramming.
A 100% Java sparse and dense matrix library.

Fast double-precision vector and matrix maths library for Java, supporting N-dimensional numeric arrays.
CSparseJ is a Java port of CSparse: a Concise Sparse matrix package.