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Fix for `LKJCholesky` #829

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Run time

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Job	Run time
test (1.6, ubuntu-latest, x64, 1)	19m 45s
test (1.6, ubuntu-latest, x64, 1)	19m 45s
test (1.6, ubuntu-latest, x64, 2)	18m 55s
test (1.6, ubuntu-latest, x64, 2)	18m 55s
test (1, ubuntu-latest, x64, 1)	26m 30s
test (1, ubuntu-latest, x64, 1)	26m 30s
test (1, ubuntu-latest, x64, 2)	30m 17s
test (1, ubuntu-latest, x64, 2)	30m 17s
test (1, ubuntu-latest, x86, 2)	1h 28m 15s
test (1, ubuntu-latest, x86, 2)	1h 28m 15s
test (1, windows-latest, x64, 2)	28m 41s
test (1, windows-latest, x64, 2)	28m 41s
test (1, macOS-latest, x64, 2)	6h 0m 12s
test (1, macOS-latest, x64, 2)	33m 55s
	13h 38m 53s