product of the Jacobians of the exponential
transform from the unconstrained lower-triangular matrix <span class="math inline">\(y\)</span> to matrix
<span class="math inline">\(z\)</span> with positive diagonals and the product transform from the
Cholesky factor <span class="math inline">\(z\)</span> to <span class="math inline">\(x\)</span>.</p>
<p>The transform from unconstrained <span class="math inline">\(y\)</span> to Cholesky factor <span class="math inline">\(z\)</span> has a
diagonal Jacobian matri