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public class build_array
{
private int array_size;
// private int val1, val2, val3, val4, val5;
private int[] vals;
private my_class[] arr;
// private float val1per, val2per, val3per, val4per,...

arr = new my_class[array_size];

You never defined array_size. You declared it but never gave it a value.

That also will make an error.

If you're allowed to, why not pass the array size to...

public class build_array(){

this will make an error.

You're both trying to define the beginning of a class and making that beginning into a constructor at the same time.

Lose the () after...

If all your values in the array are single characters, make a char array.