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Created stub for Scala. Scala seems to be much better suited for numerical algorithms than Java or languages from the .NET framework (although F# would be a candidate, too, that I don't know much about).
In addition, there is already a project underway that is about the implementation of MATLAB like objects for numerical linear algebra called Scalala. There does not seem to be a similar project in other modern languages. Maybe I need to revise my first impression that Scala is a bit immature compared to Java, but I'll need to take a closer look at both the language and its evolution from the current release 2.8 to the next release.
The implementation of the FFT in Scala should be much more fun than in Java, anyway.