Cholesky decomposition: 16 random 2x2 matrices
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| n: | 16 |
| Mean: | 8.314847946166992E-6 |
| Min.: | 5.960464477539062E-6 |
| Max.: | 3.409385681152344E-5 |
| σ: | 6.905569597987279E-6 |
| Variance: | 4.768689147264619E-11 |
| Range: | 2.813339233398438E-5 |
Cholesky decomposition: 8 random 4x4 matrices
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| n: | 8 |
| Mean: | 1.737475395202637E-5 |
| Min.: | 1.597404479980469E-5 |
| Max.: | 2.503395080566406E-5 |
| σ: | 3.164102897640943E-6 |
| Variance: | 1.001154714685981E-11 |
| Range: | 9.059906005859375E-6 |
Cholesky decomposition: 4 random 8x8 matrices
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| n: | 4 |
| Mean: | 6.300210952758789E-5 |
| Min.: | 5.698204040527344E-5 |
| Max.: | 7.700920104980469E-5 |
| σ: | 9.41149602559838E-6 |
| Variance: | 8.857625743985409E-11 |
| Range: | 2.002716064453125E-5 |
2 0.008314847946166992
4 0.01737475395202637
8 0.06300210952758789