/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final RealMatrix T2 = MatrixUtils.createRealMatrix( m, spaceLength) ;
final RealMatrix T2 = MatrixUtils.createRealMatrix ( spaceLength, spaceLength ) ;
tau[i] = i * deltaTau; } final RealMatrix eye = MatrixUtils.createRealIdentityMatrix(spaceLength); final RealMatrix D1 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix D2 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); final RealMatrix T1 = MatrixUtils.createRealMatrix(spaceLength, spaceLength); <extra_id_0> for (int i = 0; i < spaceLength; i++) { for (int j = 0; j < spaceLength; j++) { if (i == j) { D1.setEntry(i, j, minimumStockPriceOnGrid / deltaStock + (i + 1)); D2.setEntry(i, j, Math.pow(minimumStockPriceOnGrid / deltaStock + (i + 1), 2)); T2.setEntry(i, j, -2);