/src/main/java/net/finmath/marketdata/model/curves/locallinearregression/CurveEstimation.java
MSubMatrix=MSubMatrix.add( MSubMatrix.transpose( ) ).add( DoubleMatrix.diag( matrixDefine) ) ;
MSubMatrix=MSubMatrix.add ( MSubMatrix.transpose ( ) ) .add ( DoubleMatrix.diag ( MSubDiagonal ) ) ;
final DoubleMatrix matrixDefine= DoubleMatrix.ones(partition.getLength()-1); for(int m=0;m<matrixDefine.length-1;m++) { matrixDefine.put(m, 0); partitionIncrementMatrix.putColumn(m, matrixDefine.mul(partitionIncrements.get(m+1))); } MSubMatrix=partitionIncrementMatrix.mulColumnVector(MSubMatrixSum); <extra_id_0> final int[] rowColIndex =new int[partition.getLength()-1]; for(int n=0;n<rowColIndex.length;n++) { rowColIndex[n]=n+1; } M.put(0,0,M1_1.get(0)); M.put(rowColIndex, 0, MFirstCol);