Cholesky decomposition: 16 random 2x2 matrices
| n: | 16 |
| Mean: | 5.587935447692871E-6 |
| Min.: | 3.814697265625E-6 |
| Max.: | 2.193450927734375E-5 |
| σ: | 4.434815224816135E-6 |
| Variance: | 1.966758607826099E-11 |
| Range: | 1.811981201171875E-5 |
Cholesky decomposition: 8 random 4x4 matrices
| n: | 8 |
| Mean: | 8.255243301391602E-6 |
| Min.: | 7.152557373046875E-6 |
| Max.: | 1.192092895507812E-5 |
| σ: | 1.528949181840498E-6 |
| Variance: | 2.33768560065073E-12 |
| Range: | 4.76837158203125E-6 |
Cholesky decomposition: 4 random 8x8 matrices
| n: | 4 |
| Mean: | 2.54511833190918E-5 |
| Min.: | 2.47955322265625E-5 |
| Max.: | 2.717971801757812E-5 |
| σ: | 1.157824379947461E-6 |
| Variance: | 1.340557294800722E-12 |
| Range: | 2.384185791015625E-6 |
2 0.005587935447692871
4 0.008255243301391602
8 0.0254511833190918