mt-java
Uber-jar of the MTJ Heimsund-Halliday Matrix Toolkit for Java: https://github.com/fommil/matrix-toolkits-java
For larger random dense matrices (above ~ 350 x 350) matrix-matrix multiplication C = A.B is about 50% faster than MTJ.
Release 1.1.0 supplements matrix-matrix multiplication with modest multicore capability for larger matrices yielding some performance improvements (a few dozen percent for big matrices) in multiplication-heavy algorithms like SVD.
Maven:
<dependency>
<groupId>com.github.hullbend</groupId>
<artifactId>mt-java</artifactId>
<version>1.1.0</version>
</dependency>