Have a look at Apache Commons Math. I haven't used ojalgo, and I really can't say I've used Commons Lang enough to be able to provide you with a lot of details, but it did do what I needed.
Description from their website:
Commons Math is a library of
lightweight, self-contained
mathematics and statistics components
addressing the most common problems
not available in the Java programming
language or Commons Lang.
Guiding principles:
- Real-world application use cases determine development priority.
- This package emphasizes small, easily integrated components rather
than large libraries with complex
dependencies and configurations.
- All algorithms are fully documented and follow generally
accepted best practices.
- In situations where multiple standard algorithms exist, a Strategy
pattern is used to support multiple
implementations.
- Limited dependencies. No external dependencies beyond Commons
components and the core Java platform
(at least Java 1.3 up to version 1.2
of the library, at least Java 5
starting with version 2.0 of the
library).
