What is the best Java numerical method package?

Posted by Bob Cross on Stack Overflow See other posts from Stack Overflow or by Bob Cross
Published on 2008-09-17T19:08:47Z Indexed on 2010/06/06 2:22 UTC
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Filed under:

java

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statistics

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probability

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numerical

I am looking for a Java-based numerical method package that provides functionality including:

Solving systems of equations using different numerical analysis algorithms.
Matrix methods (e.g., inversion).
Spline approximations.
Probability distributions and statistical methods.

In this case, "best" is defined as a package with a mature and usable API, solid performance and numerical accuracy.

Edit: derick van brought up a good point in that cost is a factor. I am heavily biased in favor of free packages but others may have a different emphasis.

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