/src/main/java/net/finmath/optimizer/StochasticPathwiseLevenbergMarquardt.java
for( int i=0; i<parameterIncrementOnPath.length; i++) { final double[] parameterIncrementOnPath = LinearAlgebra.solveLinearEquationSymmetric( hessianMatrix, beta) ;
final double[] parameterIncrementOnPath = LinearAlgebra.solveLinearEquationSymmetric ( hessianMatrix, beta ) ; for ( int i=0; i<parameterIncrementOnPath.length; i++ ) {
for (int k = 0; k < valueCurrent.length; k++) { betaElement += weights[k].get(pathIndex) * (targetValues[k].get(pathIndex) - valueCurrent[k].get(pathIndex)) * derivativeCurrent[i][k].get(pathIndex); } beta[i] = betaElement; } try { <extra_id_0> parameterIncrement[i][pathIndex] = parameterIncrementOnPath[i]; } hessianInvalid = false; } catch (final Exception e) { hessianInvalid = true; lambda[pathIndex] *= 16;