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