Cholesky decomposition: 16 random 2x2 matrices
| n: | 16 |
| Mean: | 1.966953277587891E-5 |
| Min.: | 1.692771911621094E-5 |
| Max.: | 4.792213439941406E-5 |
| σ: | 7.654684589303526E-6 |
| Variance: | 5.85941961617209E-11 |
| Range: | 3.099441528320312E-5 |
Cholesky decomposition: 8 random 4x4 matrices
| n: | 8 |
| Mean: | 3.507733345031738E-5 |
| Min.: | 3.290176391601562E-5 |
| Max.: | 4.220008850097656E-5 |
| σ: | 3.232654253230448E-6 |
| Variance: | 1.04500535209289E-11 |
| Range: | 9.298324584960938E-6 |
Cholesky decomposition: 4 random 8x8 matrices
| n: | 4 |
| Mean: | 0.000110626220703125 |
| Min.: | 0.0001049041748046875 |
| Max.: | 0.000125885009765625 |
| σ: | 1.0182455303222E-5 |
| Variance: | 1.036823960021138E-10 |
| Range: | 2.09808349609375E-5 |
2 0.01966953277587891
4 0.03507733345031738
8 0.110626220703125