/src/main/java/net/finmath/functions/LinearAlgebra.java
return getFactorMatrix( reducedCorrelationMatrix, rows) ;
return getFactorMatrix ( reducedCorrelationMatrix, numberOfFactors ) ;
for (int factor = 0; factor < numberOfFactors; factor++) { factorMatrix[row][factor] = 1.0; } } } final double[][] reducedCorrelationMatrix = (new Array2DRowRealMatrix(factorMatrix).multiply(new Array2DRowRealMatrix(factorMatrix).transpose())).getData(); <extra_id_0> } public static double[][] exp(final double[][] matrix) { return org.jblas.MatrixFunctions.expm(new org.jblas.DoubleMatrix(matrix)).toArray2(); } public static double[][] pow(final double[][] matrix, double exponent) { return org.jblas.MatrixFunctions.expm(org.jblas.MatrixFunctions.log(new org.jblas.DoubleMatrix(matrix).mul(exponent))).toArray2();