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What is the best library for Java to do numeric stuff like calculating integrals, finding roots of a function, calculating different probability cdf's, etc.?

+1  A: 

As far as I know, Apache's Math library provides variety of functions you need for. Check it out. May be, its useful for you,

venJava
I had a look, but sadly it doesn't contain Gauss-Kronrod integration implementation, so its rather useless :( I actually moved to C++ and use GSL, which is a shame really.
Grzenio