Nice to know there's a JVM-based library (http://acs.lbl.gov/software/colt/). I remember in HN somebody mentioned something like this but for Scala, anyone?
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You may be referring to Scalala (now Breeze):
Mehh.. the Colt library hasn't been updated for 9 years (Java 1.2 anyone?). Am not even sure it works with Java 7 that we have these days!