Most of my code is in Java. For standardized algorithms: matrix operations, FFT, ... I would prefer to not use my own pure Java implementations, and are perfectly happy using unsafe FFI/JNI calls.
What are the libraries I should look into?
Thanks!
Apache commons-math
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
CERN's colt library
Colt provides a set of Open Source Libraries for High Performance Scientific and Technical Computing in Java.
For Specialised numerics computation look at the General Numerics section of NIST
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