You can make an array of linked lists in Java by declaring LinkedList[], but if you do, your performance will suffer badly. A look at matrix multiplication will illustrate the reason.
If A and B are matrices where the A's column count equals B's row count, then A * B[r, c] is the dot product of row r in A with column c in B. This means we have to extract rows and columns from our matrices.
If we form matrices from lists (of any sort), we can store them row-wise (i.e., where the 0-th list represents row 0), or column-wise (where the 0-th list represents column 0).
Now we run into a problem. In a linked list, the method get(n) starts at the beginning of the list and finds the next member n times -- which makes it run in order n time. A matrix built from linked lists will either extract columns very slowly (if stored row-wise), or extract rows very slowly (if stored column-wise).
I's suggest keeping it simple by using arrays of arrays. You can allocate an n x n array with
int[][] values = new int[n][n];
The value 'n' must be defined, of course.
Hope that this helps.