Cholesky decomposition: 16 random 2x2 matrices
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| n: | 16 |
| Mean: | 8.493661880493164E-6 |
| Min.: | 5.960464477539062E-6 |
| Max.: | 3.600120544433594E-5 |
| σ: | 7.372173367680178E-6 |
| Variance: | 5.434894016313289E-11 |
| Range: | 3.004074096679688E-5 |
Cholesky decomposition: 8 random 4x4 matrices
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| n: | 8 |
| Mean: | 1.665949821472168E-5 |
| Min.: | 1.502037048339844E-5 |
| Max.: | 2.217292785644531E-5 |
| σ: | 2.313090313903362E-6 |
| Variance: | 5.350386800273554E-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.: | 7.414817810058594E-5 |
| σ: | 8.143544805812517E-6 |
| Variance: | 6.631732200427602E-11 |
| Range: | 1.71661376953125E-5 |
2 0.008493661880493164
4 0.01665949821472168
8 0.06198883056640625