than the (dimension of Square matrix) - 1
Note:
 Only one of "covariance_matrix" or "precision_matrix" or
 "scale_tril" can be specified. Using "scale_tril" will be more
 efficient: all computations internally are based on "scale_tril".
 If "covariance_matrix" or "precision_matrix" is passed instead,
 it is only used to compute the corresponding lower triangular
 matrices using a Cholesky decomposition.
 'torch.distributions.LKJCholesky' is a restricted Wishart
 distribution.[1]

References
[1] Wang, Z., Wu, Y. and Chu, H., 2018. On equivalence of the LKJ
   distribution and the restricted Wishart distribution. [2] Sawyer,
   S., 2007. Wishart Distributions and Inverse-Wishart Sampling. [3]
   Anderson, T. W., 2003. An Introduction to Multivariate Statistical
   Analysis (3rd ed.). [4] Odell, P. L. & Feiveson, A. H., 1966. A
   Numerical Procedure to Generate a SampleCovariance Matrix. JASA,