It would probably be much easier to use an existing library in conjunction
with mlib or spark. I have been using jblas as my matrix backend for machine
learning work (I don't use mlib yet)... but jblas does not support sparse
matrices afaik. Consider checking scala Breeze. Interestingly, I have found
that a really solid dense matrix implementation often outperforms sparse
matrix libraries given certain constraints on the matrix size (i.e. they
aren't too huge.)



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