/src/main/java/net/finmath/functions/LinearAlgebra.java
matrixRow[j+1] = -lambda1;matrixRow[j-1] = -0.5 * lambda2;
matrixRow[j-1] = -0.5 * lambda2;
} } for(int j=0; j<cols; j++) { final double[] matrixRow = matrixRegularized[rows+2*cols+j]; matrixRow[j] = lambda2; if(j>0) { <extra_id_0> } if(j<cols-1) { matrixRow[j+1] = -0.5 * lambda2; } } final DecompositionSolver solver = new QRDecomposition(new Array2DRowRealMatrix(matrixRegularized, false)).getSolver();