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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