Computes the multivariate log-gamma function <https://en.wikipedia.org/wiki/Multivariate_gamma_function>
_) with dimension
\(p\) element-wise, given by
$$
\log(\Gamma_{p}(a)) = C + \displaystyle \sum_{i=1}^{p} \log\left(\Gamma\left(a - \frac{i - 1}{2}\right)\right)
$$
where \(C = \log(\pi) \times \frac{p (p - 1)}{4}\) and \(\Gamma(\cdot)\) is the Gamma function.
All elements must be greater than \(\frac{p - 1}{2}\), otherwise an error would be thrown.