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There is a few possible reason that Go and Java shows difference performance despite using same calculating matrix multiplication algorithm. First, the code for Go and Java is not exactly matched. second, Java uses JVM(Java Virtual Machine) to calculate the algorithm which may take more time to implement.
=Reference=
https://golang.org/doc/faq#goroutines
https://docs.oracle.com/javase/tutorial/essential/concurrency/highlevel.html
http://www.oracle.com/technetwork/java/javase/overview/javahistory-index-198355.html
https://golang.org/doc/faq#Origins