 Determinant of Cholesky Factor Inverse Transform</h3>
<p>The transform has a diagonal Jacobian matrix, the absolute determinant
of which is</p>
<p><span class="math display">\[
\prod_{n=1}^N  \frac{\partial}{\partial_{y_{n,n}}} \, \exp(y_{n,n})
\ = \
\prod_{n=1}^N \exp(y_{n,n})
\ = \
\prod_{n=1}^N x_{n,n}.
\]</span></p>
<p>Let <span class="math inline">\(x = f^{-1}(y)\)</span> be the inverse transform from a <span class="math inline">\(N + \binom{N}{2} + (M - N)N\)</span> vector to an <span class="math inl