Cholesky decomposition: 16 random 2x2 matrices
| n: | 16 |
| Mean: | 2.622604370117188E-6 |
| Min.: | 9.5367431640625E-7 |
| Max.: | 1.406669616699219E-5 |
| σ: | 3.09883013832949E-6 |
| Variance: | 9.602748226219168E-12 |
| Range: | 1.311302185058594E-5 |
Cholesky decomposition: 8 random 4x4 matrices
| n: | 8 |
| Mean: | 3.397464752197266E-6 |
| Min.: | 2.86102294921875E-6 |
| Max.: | 5.006790161132812E-6 |
| σ: | 7.51248257504626E-7 |
| Variance: | 5.643739444037367E-13 |
| Range: | 2.145767211914062E-6 |
Cholesky decomposition: 4 random 8x8 matrices
| n: | 4 |
| Mean: | 1.174211502075195E-5 |
| Min.: | 1.096725463867188E-5 |
| Max.: | 1.287460327148438E-5 |
| σ: | 9.411747679970274E-7 |
| Variance: | 8.858099439142583E-13 |
| Range: | 1.9073486328125E-6 |
2 0.002622604370117188
4 0.003397464752197266
8 0.01174211502075195