Cholesky decomposition: 16 random 2x2 matrices
| n: | 16 |
| Mean: | 6.377696990966797E-6 |
| Min.: | 4.053115844726562E-6 |
| Max.: | 2.598762512207031E-5 |
| σ: | 5.313044495040227E-6 |
| Variance: | 2.822844180627726E-11 |
| Range: | 2.193450927734375E-5 |
Cholesky decomposition: 8 random 4x4 matrices
| n: | 8 |
| Mean: | 1.087784767150879E-5 |
| Min.: | 7.152557373046875E-6 |
| Max.: | 2.717971801757812E-5 |
| σ: | 6.749438859022444E-6 |
| Variance: | 4.55549249116822E-11 |
| Range: | 2.002716064453125E-5 |
Cholesky decomposition: 4 random 8x8 matrices
| n: | 4 |
| Mean: | 2.54511833190918E-5 |
| Min.: | 2.47955322265625E-5 |
| Max.: | 2.694129943847656E-5 |
| σ: | 9.9974835915638E-7 |
| Variance: | 9.994967816358742E-13 |
| Range: | 2.145767211914062E-6 |
2 0.006377696990966797
4 0.01087784767150879
8 0.0254511833190918