/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
for ( int i = 0; i < U.length.length; i++) {
for ( int i = 0; i < U.length; i++ ) {
final RealMatrix CMatrix = new Array2DRowRealMatrix(C); final RealMatrix DMatrix = new Array2DRowRealMatrix(D); final DecompositionSolver solver = new LUDecomposition(CMatrix).getSolver(); final double[] b = new double[len]; Arrays.fill(b, 0); double[] U = new double[len]; <extra_id_0> U[i] = u_0(x[i]); } RealMatrix UVector = MatrixUtils.createColumnRealMatrix(U); for (int m = 0; m < numTimesteps; m++) { b[0] = (u_neg_inf(numberOfPointsNegative * dx, tau[m]) * (1 - theta) * kappa) + (u_neg_inf(numberOfPointsNegative * dx, tau[m + 1]) * theta * kappa);