Numerical library for Scala
There is Scalala for Scala, but I am not sure it covers your need.
There are also the ones listed in this SO question: Java Scientific Packages similar to SciPy?.
SuanShu is a Java math library of numerical methods for numerical analysis.
Late to this...
Try ND4S -- it supports n-dimensional arrays for Scala and other JVM-based languages.
- https://en.wikipedia.org/wiki/ND4S
- https://github.com/deeplearning4j/nd4s
It's linked to an open-source framework called Deeplearning4j, which implements algorithms such as LBFGS.
- http://deeplearning4j.org