Apache Commons Math http://commons.apache.org/math/

JScience http://jscience.org/

UJMP http://www.ujmp.org/ The Universal Java Matrix Package (UJMP) is an open source Java library that provides sparse and dense matrix classes, as well as a large number of calculations for linear algebra like matrix multiplication or matrix inverse. Operations such as mean, correlation, standard deviation, replacement of missing values or the calculation of mutual information are supported also.

jblas http://jblas.org/

blas is a fast linear algebra library for Java. jblas is based on BLAS and LAPACK, the de-facto industry standard for matrix computations, and uses state-of-the-art implementations like ATLAS for all its computational routines, making jBLAS very fast.

Becch mark at http://www.ujmp.org/java-matrix/benchmark/