PS Regarding EJML, after extensive research, I found it hands down the fastest pure-java implementation for doing linear algebra. While it's maybe 2x-4x slower

PS Regarding EJML, after extensive research, I found it hands down the fastest pure-java implementation for doing linear algebra. While it's maybe 2x-4x slower than JNI wrapped ATLAS or MKL, for the cases I deal with, it just doesn't matter vs ease of use. That said, it's LGPL, so I made it easy to swap out for other matrix libraries if you need.