/span> is defined by</p>
<p><span class="math display">\[
x_{m,n} =
\left\{
\begin{array}{cl}
0 &amp; \mbox{if } m &lt; n,
\\
\exp(y_{m,m}) &amp; \mbox{if } m = n, \mbox{ and}
\\
y_{m,n} &amp; \mbox{if } m &gt; n.
\end{array}
\right.
\]</span></p>
</div>
<div id="absolute-jacobian-determinant-of-cholesky-factor-inverse-transform" class="section level3 unnumbered">
<h3>Absolute Jacobian determinant of Cholesky factor inverse transform</h3>
<p>The transform has a diagonal Jacobian matrix, the absolute determi