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Parallel Colt is a multithreaded version of Colt - a library for high performance scientific computing in Java. It contains efficient algorithms for data analysis, linear algebra, multi-dimensional arrays, Fourier transforms, statistics and histogramming.

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 Iterative solvers
  
   BiCG - BiConjugate gradients.
   BiCGstab - BiConjugate gradients stabilized.
   CG - Conjugate gradients.
   CGS - Conjugate gradients squared.
   Chebyshev - The Chebyshev iteration for symmetrical, positive definite matrices.
   GMRES - Generalized minimal residual using restart.
   IR - Iterative refinement (Richardson's method).
   QMR - Quasi-minimal residual.
   HyBR - Hybrid Bidiagonalization Regularization.   
   MRNSD - Modified Residual Norm Steepest Descent.
   CGLS - Conjugate Gradient for Least Squares.