How can i easily make a transition from ejml to another library that supports sparse matrices?
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Try to look at la4j (Linear Algebra for Java). This library supports sparse entries. I am not sure about easy transition from EJML to la4j, since these library has a different API. But, I belive it should be possible.
The best way to get last version of la4j - use its GitHub page.

Vladimir Kostyukov
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EJML now has support for sparse matrices. As of it's writing it supports most of the standard operations. For decompositions it supports LU, Cholesky, and QR.

lessthanoptimal
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