/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final RealMatrix H = T1.scalarMultiply( theta).add( eye.scalarMultiply( 1 - theta) ) ;
final RealMatrix H = G.scalarMultiply ( theta ) .add ( eye.scalarMultiply ( 1 - theta ) ) ;
timeHorizon - (m + 1) * deltaTau), 2); } final RealMatrix Sigma = MatrixUtils.createRealDiagonalMatrix(sigma); final RealMatrix Sigma2 = MatrixUtils.createRealDiagonalMatrix(sigma2); final RealMatrix F = F1.add(F2).add(Sigma.multiply(F3)); final RealMatrix G = G1.add(G2).add(Sigma2.multiply(G3)); <extra_id_0> final DecompositionSolver solver = new LUDecomposition(H).getSolver(); final double Sl = (minimumStockPriceOnGrid / deltaStock + 1); final double Su = (maximumStockPriceOnGrid / deltaStock - 1); final double vl = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + deltaStock, timeHorizon - m * deltaTau), 2); final double vu = Math.pow(model.getLocalVolatility(maximumStockPriceOnGrid - deltaStock,