diff --git a/src/Numerics/Optimization/ObjectiveFunctions/NonlinearObjectiveFunction.cs b/src/Numerics/Optimization/ObjectiveFunctions/NonlinearObjectiveFunction.cs
index fce4a8eab..e9c0492da 100644
--- a/src/Numerics/Optimization/ObjectiveFunctions/NonlinearObjectiveFunction.cs
+++ b/src/Numerics/Optimization/ObjectiveFunctions/NonlinearObjectiveFunction.cs
@@ -214,13 +214,11 @@ public void SetObserved(Vector<double> observedX, Vector<double> observedY, Vect
                 weights = weights.PointwiseAbs();
             }
 
-            Weights = (weights == null)
+            Weights = weights == null
                     ? null
-                    : Matrix<double>.Build.DenseOfDiagonalVector(weights);
+                    : Matrix<double>.Build.DiagonalOfDiagonalVector(weights);
 
-            L = (weights == null)
-                ? null
-                : Weights.Diagonal().PointwiseSqrt();
+            L = weights?.PointwiseSqrt();
         }
 
         /// <summary>