/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final RealMatrix b2 = MatrixUtils.createRealMatrix( spaceLength, 1) ;final RealMatrix D1 = MatrixUtils.createRealMatrix( spaceLength, spaceLength) ;
final RealMatrix D1 = MatrixUtils.createRealMatrix ( spaceLength, spaceLength ) ;
final int timeLength = model.getNumTimesteps() + 1; final double[] tau = new double[timeLength]; for (int i = 0; i < timeLength; i++) { tau[i] = i * deltaTau; } final RealMatrix eye = MatrixUtils.createRealIdentityMatrix(spaceLength); <extra_id_0> final RealMatrix D2 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix T1 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix T2 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); for (int i = 0; i < spaceLength; i++) { for (int j = 0; j < spaceLength; j++) { if (i == j) {