String s = "[1,2.5,3],[5,2,3],[1,6,3]";

Vector<Vector<Double>> matrix = new Vector<Vector<Double>>();
for(int j=0;j<s.length();j++) {
   if (s.charAt(j)=='[') {
      int k=s.indexOf("]");
      StringTokenizer st = new StringTokenizer(s.substring(j+1, j+k));// j+k-1 does not work either
      Vector<Double> vector = new Vector<Double>();
      while (st.hasMoreTokens()) {
          vector.add(Double.parseDouble(st.nextToken(",")));//Exception in thread     "main" java.lang.NumberFormatException: For input string: "3]"
      }
      matrix.add(vector);
   }
}

if (s.charAt(j)=='[') {
    int k=s.indexOf("]");

if (s.charAt(j)=='[') {
    int k = s.indexOf("]", j);

StringTokenizer st = new StringTokenizer(s.substring(j+1, k));

String[] elements = s.substring(j+1, k).split(",");
Vector<Double> vector = new Vector<Double>();
for (String element : elements) {
    vector.add(Double.parseDouble(element));
}
matrix.add(vector);

while(s.contains("[")) {
        String s1 = s.substring(s.indexOf("[")+1, s.indexOf("]"));
        if(s1!=null && s1.isEmpty()!=true && s1.contains(",") ) {
            String[] sArr = s1.split(",");
            for (String string : sArr) {
                Double d = Double.valueOf(string);
                System.out.println(d);
                // put it where you need
            }
        }
        s = s.substring(s.indexOf("]")+1);
    }