I'd just have to say that it is probably unlikely GC will be occuring at this stage in a game environment - you'll probably have one thread doing all the computation (and hence, all the allocation), and therefore no garbage will be generated while this JNI is going on.
This would be a factor that someone planning a library for more general use might (should) consider. On the other hand if you do your own JNI for use solely in games then you could ignore the issue.
What sort of a game would require the kind of matrix size that would make using these libraries via JNI worthwhile?