private static SparseRealMatrix initializeMatrix(SparseRealMatrix matrix, double sigma) { NormalDistribution normRandom = new NormalDistribution(0.0, sigma); int r = matrix.getRowDimension(); int c = matrix.getColumnDimension(); for (int i = 0; i < r; i++) { for (int j = 0; j < c; j++) { double x = normRandom.sample(); matrix.setEntry(i, j, x); } } return matrix; }