ale) = exp(-||y||_1) / Z
y = inv(scale) @ (x - loc)
Z = 2**k |det(scale)|
</pre>

<p>where:</p><ul>
<li><p><code>loc</code> is a vector in <code>R^k</code>,</p></li>
<li><p><code>scale</code> is a linear operator in <code>R^{k x k}</code>, <code>cov = scale @ scale.T</code>,</p></li>
<li><p><code>Z</code> denotes the normalization constant, and,</p></li>
<li><p><code>||y||_1</code> denotes the <code>l1</code> norm of <code>y</code>, `sum_i |y_i|.</p></li>
</ul>

<p>A (non-batch) <code>scale</code> matrix is