Cholesky decomposition: 16 random 2x2 matrices
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| n: | 16 |
| Mean: | 7.897615432739258E-6 |
| Min.: | 5.960464477539062E-6 |
| Max.: | 2.193450927734375E-5 |
| σ: | 3.816559456248789E-6 |
| Variance: | 1.456612608308205E-11 |
| Range: | 1.597404479980469E-5 |
Cholesky decomposition: 8 random 4x4 matrices
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| n: | 8 |
| Mean: | 1.633167266845703E-5 |
| Min.: | 1.478195190429688E-5 |
| Max.: | 2.193450927734375E-5 |
| σ: | 2.377364072338533E-6 |
| Variance: | 5.651859932446054E-12 |
| Range: | 7.152557373046875E-6 |
Cholesky decomposition: 4 random 8x8 matrices
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| n: | 4 |
| Mean: | 6.198883056640625E-5 |
| Min.: | 5.698204040527344E-5 |
| Max.: | 6.914138793945312E-5 |
| σ: | 5.665472959080256E-6 |
| Variance: | 3.209758385006959E-11 |
| Range: | 1.215934753417969E-5 |
2 0.007897615432739258
4 0.01633167266845703
8 0.06198883056640625