First of all, sorry for my bad English, but I need your help.
I have developed a simulation program with java swing where I have used lots of matrix calculations. My program is just finished but I need to speed up my performance. So I have used the java visual vm profiler to identify performance problems. I recognized that the initialization of Jama Matrices needs a lot of time. After running my program I had over 3 MB allocated Objects by JAMA. That's a lot of, isn't it? I think that's why the performance is bad.
Is there any better library than jama for matrices? I am using 3x3 matrices and I need multiplication and inverse operations or is there anything else i can do?
Usually matrix math libraries are not optimized for speed on small matrices. You can see for yourself by taking a few stackshots, which are liable to show a large fraction of time in overhead functions like memory allocation and option checking.
What you can do instead (which I've done) is write special-purpose routines to do the multiplication and inverse, since you know the matrices are 3x3. Multiplication is trivial and you can unroll the whole thing.
Inverse of a 3x3 matrix can also be done in less code than coffee :) Wikipedia gives you the formula.
Whatever you do, try to minimize memory allocation.