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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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Engines generating strong uniformly distributed pseudo-random numbers;
Needed by all JET probability distributions since they rely on uniform random numbers to generate random numbers from their own distribution.
Thus, the classes of this package are at the core of computational statistics, simulations, Monte Carlo methods, etc.