ox{if } m = n, \mbox{ and}
\\
x_{m,n} &amp; \mbox{if } m &gt; n.
\end{array}
\right.
\]</span></p>
</div>
<div id="cholesky-factor-of-covariance-matrix-inverse-transform" class="section level3 unnumbered">
<h3>Cholesky factor of covariance matrix inverse transform</h3>
<p>The inverse transform need only invert the logarithm with an
exponentiation. If <span class="math inline">\(y\)</span> is the unconstrained matrix representation,
then the elements of the constrained matrix <span class="math inline">\(x\)<