Currently I am working on "Modeling and Inference for Spatial Processes with Ordinal Data" and and as part of my research, I am creating library of Java routines, caller com.kutsyy.lvspod and package of utilities com.kutsyy.util.  Currently I am finishing library (doing mostly documentation and some cleaning up, also I am trying to get 100% pure Java[tm] certification).  You can browse latest documentation, and source code.  Current snapshot of the code is also available for download.  Package require Colt and Jama, which you can be also downloaded.

Please let me know if you are interested in the library.  Eventually code will be available on sourceforge.

I found that Java^�, using JIT compile (-classic option) almost as fast as c++, but I like structure of the language more, and portability is the best thing you can say about Java.

Good source for numerical computations in Java is JavaNumerics.

I am using JBuilder 4 Foundation or writing the code.  I also like IBM VisualAge for Java, (which is free for academic use).