I am the creator and leading developer of the following open source software projects:

Universal Java Matrix Package (UJMP)
The Universal Java Matrix Package (UJMP) is a Java library that provides implementations for sparse and dense matrices, as well as a large number of calculations for linear algebra like multiply, add, subtract. But also more advanced methods like mean, correlation, standard deviation, replacement of missing values or mutual information are supported.
Matrices can be imported from and exported to a large number of file formats, also linking to JDBC databases is supported.
http://www.ujmp.org

Java Data Mining Package (JDMP)
The Java Data Mining Package (JDMP) is a Java library for data analysis.
It facilitates the access to data sources and machine learning algorithms (e.g. clustering, regression, classification, graphical models, optimization) and provides visualization modules. JDMP provides a number of algorithms and tools, but also interfaces to other machine learning and data mining packages (Weka, LibSVM, Mallet, Lucene, Octave).
http://www.jdmp.org