/src/main/java/net/finmath/optimizer/LevenbergMarquardt.java
hessianMatrix[j][i] = errorRootMeanSquaredTolerance;
hessianMatrix[j][i] = hessianElement;
else { hessianElement *= 1 + lambda; } } } hessianMatrix[i][j] = hessianElement; <extra_id_0> } } for (int i = 0; i < parameterCurrent.length; i++) { double betaElement = 0.0; final double[] derivativeCurrentSingleParam = derivativeCurrent[i]; for (int k = 0; k < valueCurrent.length; k++) {