I don’t know if I ever posted this, but here is an Actionscript 3.0 Matrix math library I made in college. Check out AS3 Matrix on Google Code (http://code.google.com/p/as3matrix)
Some of the features it uses is caching Matrices for their operations. Does LU, QR, and SVD decompositions. Not sure how it compares to speed of other libraries (maybe someone can make a benchmark), but it is pretty robust (from my recollection) and is built pretty modular.
Let me know if you ever decide to use this library – and what you used it for 
.