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JSci is a set of open source Java packages. The aim is to encapsulate scientific methods/principles in the most natural way possible. As such they should greatly aid the development of scientific based software. It offers: abstract math interfaces, linear algebra (support for various matrix and vector types), statistics (including probability distributions), wavelets, newtonian mechanics, chart/graph components (AWT and Swing), MathML DOM implementation, ... Note: some packages, like javax.comm, for the astro and instruments package aren't listed as dependencies (not available).

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package JSci.maths;

import JSci.maths.matrices.DoubleSquareMatrix;
import JSci.maths.vectors.AbstractDoubleVector;
import JSci.maths.vectors.DoubleVector;

/**
* This class implements the Karhunen-Loeve expansion.
* @author Daniel Lemire
*/
public final class KarhunenLoeve {
	double[][] data;

	/**
	 * @param v an array where [i][j] is the jth component of the ith vector.
	*/
	public KarhunenLoeve(double[][] v) {
		setData(v);
	}
        public double[][] getProductMatrix() {
                return(getProductMatrix(data));
        }
        private static double[][] vectorToSquare (double[] v) {
                double[][] ans=new double[v.length][v.length];
                for(int k=0;k