/src/main/java/net/finmath/optimizer/StochasticLevenbergMarquardt.java
private RandomVariable[] valueTest = null; private RandomVariable[] parameterTest = null;
private RandomVariable[] parameterTest = null; private RandomVariable[] valueTest = null;
private double lambda; private final double lambdaInitialValue = 0.001; private double lambdaDivisor = 3.0; private double lambdaMultiplicator = 2.0; private final double errorTolerance; private int iteration = 0; <extra_id_0> private RandomVariable[] parameterCurrent = null; private RandomVariable[] valueCurrent = null; private RandomVariable[][] derivativeCurrent = null; private double errorMeanSquaredCurrent = Double.POSITIVE_INFINITY; private double errorRootMeanSquaredChange = Double.POSITIVE_INFINITY; private boolean isParameterCurrentDerivativeValid;