And the winner is Eigen!
Yes, it wasn’t even mentioned in the previous post. In fact I mixed the names of uBlas and Eigen up. Perhaps not a big surprise that C++ outperforms the others. More significant is that the library is single-threaded and yet compares faster than the parallel libraries jBlas and ParallelColt. The difference, however, is marginal: ~6900 ms vs ~7900 ms.
The jumbo spot is, also not surprisingly, held by PHP. Memory explodes after 1M items for which it takes a rock-steady 220 seconds to compute m*m.transpose().