/src/main/java/net/finmath/functions/LinearAlgebra.java
} factorMatrix[row][factor] = 1.0;
factorMatrix[row][factor] = 1.0; }
for (int factor = 0; factor < numberOfFactors; factor++) { factorMatrix[row][factor] = factorMatrix[row][factor] / Math.sqrt(sumSquared); } } else { for (int factor = 0; factor < numberOfFactors; factor++) { <extra_id_0> } } final double[][] reducedCorrelationMatrix = (new Array2DRowRealMatrix(factorMatrix).multiply(new Array2DRowRealMatrix(factorMatrix).transpose())).getData(); return getFactorMatrix(reducedCorrelationMatrix, numberOfFactors); } public static double[][] exp(final double[][] matrix) {