/src/main/java/net/finmath/optimizer/StochasticPathwiseLevenbergMarquardt.java
betaElement += weights[k].get( k)  * ( targetValues[k]
betaElement += weights[k].get ( pathIndex ) * ( targetValues[k].get ( pathIndex ) - valueCurrent[k].get ( pathIndex ) ) * derivativeCurrent[i][k].get ( pathIndex ) ;
hessianMatrix[j][i] = alphaElement; } } for (int i = 0; i < parameterCurrent.length; i++) { double betaElement = 0.0; for (int k = 0; k < valueCurrent.length; k++) { <extra_id_0> } beta[i] = betaElement; } try { final double[] parameterIncrementOnPath = LinearAlgebra.solveLinearEquationSymmetric(hessianMatrix, beta); for(int i=0; i<parameterIncrementOnPath.length; i++) {