Using Cholesky decomposition to compute covariance matrix determinant

I am reading through this paper to try and code the model myself. The specifics of the paper don't matter, however in the authors matlab code I noticed they use a Cholesky decomposition instead of computing the determinant of a covariance matrix directly. Specifically, the author has $$\log\det(\Sigma) = 2 \sum_i \log [ diag(L)_i ]$$ where $L$ is the lower triangular matrix produced by a Cholesky