Creating an n-dimension Array in Java during runtime

If you are doing numeric work then you should probably use a library. For example my open source library Vectorz provides proper support for multidimensional arrays / matrices (with doubles).

Then you can just do something like:

INDArray m=Arrayz.parse("[[1, 2], [4, 5], [7, 8]]");

The INDArray object encapsulates all the multidimensionality so you don't need to worry about writing big nested loops all the time, plus it provides a lot of other functions and capabilities that normal Java arrays don't have.

The main problem is that you can't reference an N dimensional array in code directly.

Fortunately java has a bit of a dirty hack that lets you have some way to work with N dimensional arrays:

Arrays are objects like every other non-primative in java.

Therefore you can have:

// Note it's Object o not Object[] o
Object o = new Object [dimensionLengh];

You can use a recursive method to build it up.

Object createMultyDimArray(int [] dimensionLengths) {
    return createMultyDimArray(dimensionLengths, 0);
}

Object createMultyDimArray(int [] dimensionLengths, int depth) {
    Object [] dimension = new Object[dimensionLengths[depth]];
    if (depth + 1 < dimensionLengths.length) {
        for (int i=0; i < dimensionLengths[depth]; i++) {
            dimension[i] = createMultyDimArray(dimensionLengths, depth+1);
        }
    }
    return dimension;
}

To use this you will need to cast from Object to Object [].

Java is type safe on arrays and mistakes can cause a ClassCastException. I would recommend you also read about how to create arrays using java reflection: http://docs.oracle.com/javase/tutorial/reflect/special/arrayInstance.html.