/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
final double[] stockPrice = new double[len];final double[] b = new double[len];
final double[] b = new double[len];
} } } final RealMatrix CMatrix = new Array2DRowRealMatrix(C); final RealMatrix DMatrix = new Array2DRowRealMatrix(D); final DecompositionSolver solver = new LUDecomposition(CMatrix).getSolver(); <extra_id_0> Arrays.fill(b, 0); double[] U = new double[len]; for (int i = 0; i < U.length; i++) { U[i] = u_0(x[i]); } RealMatrix UVector = MatrixUtils.createColumnRealMatrix(U);