Parallel Colt is a multithreaded version of Colt - a library for high performance scientific computing in Java. It contains efficient algorithms for data analysis, linear algebra, multi-dimensional arrays, Fourier transforms, statistics and histogramming
Thanks for Parallelcolt, it's good!
This project includes a number of improvements and extensions relative to COLT 1.2. The documentation is lagging slightly behind the code, but is good enough. It should be emphasised that this code is not just a parallelised version of COLT - it runs fine on a single CPU! Don't dismiss it (as I did initially) just because you aren't looking for a parallel library.