/src/main/java/net/finmath/optimizer/StochasticPathwiseLevenbergMarquardt.java
hessianMatrix[j][i] = null ;
hessianMatrix[j][i] = alphaElement;
alphaElement = 1.0; } else { alphaElement *= 1 + lambda[pathIndex]; } } hessianMatrix[i][j] = alphaElement; <extra_id_0> } } for (int i = 0; i < parameterCurrent.length; i++) { double betaElement = 0.0; for (int k = 0; k < valueCurrent.length; k++) { betaElement += weights[k].get(pathIndex) * (targetValues[k].get(pathIndex) - valueCurrent[k].get(pathIndex)) * derivativeCurrent[i][k].get(pathIndex);