JAMU - Java Matrix Utilities built on top of the dedekind-MKL wrapper
JAMU has its focus on general dense matrices, there is no dedicated support for sparse matrices or special matrix structures like symmetric, triangular, (tri-)diagonal, banded or block matrices.
Unlike many other Java matrix libraries, JAMU supports real (MatrixD and MatrixF) as well as complex matrices (ComplexMatrixD / ComplexMatrixF) for both single (float => F suffix) and double (double => D suffix) precision. The API is organized in 4 parallel (independent) inheritance hierarchies of which each provides the same methods. Together with the sole utility class Matrices this offers a no frills API that is easy to use. JAMU doesn't provide distinguished vectors, whenever you want to work with vectors you should use a n x 1 (column vector) matrix or 1 x n (row vector) matrix instead.
As to the supported matrix operations, apart from the usual suspects that each matrix library has to offer, the LU, QR, EVD and SVD decompositions are covered. Additionally, the Moore-Penrose Pseudo-Inverse, matrix exponentials (expm), mldivide, mrdivide, a couple of matrix norms, (de-)serialization of matrices and functions for the distance and approximate equality of matrices are also provided. Just give it a go.
Matrices in JAMU are internally backed by 1-dimensional Java arrays in column-major storage layout which get passed to the C BLAS / LAPACK routines from Intel MKL (in a no-copy fashion). As such, the total size of a matrix is constrained by the maximum length of a Java array. In other words, if your matrix dimension m x n gets beyond 2^31 - 1 you can't use JAMU.
... is speed for not too small matrices. If you regularly work with 10 x 10 matrices use something else. If your matrix dimension is more like 1000 x 1000 or larger and you have lots of Level 3 matrix operations (like matrix multiplication or matrix decompositions) there is nothing in the Java world which can beat the performance of the underlying MKL implementation.
<dependency>
<groupId>net.sourceforge.streamsupport</groupId>
<artifactId>jamu</artifactId>
<version>1.4.6</version>
</dependency>JAMU depends on the dedekind-MKL library which itself expects a functional Intel MKL installation. Turn to its readme for a description of where to get and how to setup the MKL libraries.