Cholesky decomposition: 16 random 2x2 matrices
| n: | 16 |
| Mean: | 7.43567943572998E-6 |
| Min.: | 5.006790161132812E-6 |
| Max.: | 2.884864807128906E-5 |
| σ: | 5.792618864206102E-6 |
| Variance: | 3.355443330595639E-11 |
| Range: | 2.384185791015625E-5 |
Cholesky decomposition: 8 random 4x4 matrices
| n: | 8 |
| Mean: | 1.060962677001953E-5 |
| Min.: | 8.821487426757812E-6 |
| Max.: | 1.502037048339844E-5 |
| σ: | 1.978402237409538E-6 |
| Variance: | 3.914075412987066E-12 |
| Range: | 6.198883056640625E-6 |
Cholesky decomposition: 4 random 8x8 matrices
| n: | 4 |
| Mean: | 2.872943878173828E-5 |
| Min.: | 2.598762512207031E-5 |
| Max.: | 3.194808959960938E-5 |
| σ: | 2.466220958897734E-6 |
| Variance: | 6.082245818106458E-12 |
| Range: | 5.960464477539062E-6 |
2 0.00743567943572998
4 0.01060962677001953
8 0.02872943878173828