Matrices calculations benchmark: EJML, ND4J, LA4J, Apache Commons, Colt
In this benchmark we tested relative performance of matrix calculations using the following packages: EJML vs ND4J vs LA4J vs Apache Commons vs Colt.
See all benchmarks results here. You can run matrix benchmark on your own Java stack and compare results.
Download benchmark here (under Assets).
Overall EJML performs best in this test — highest throughput, with relatively good GC overhead. LA4G scored best in GC with least GC overhead.