Tests

[MRG] Nystrom sinkhorn #2998

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Run time

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Job	Run time
Lint	23s
linux (3.12)	28m 10s
linux (3.9)	21m 52s
windows (3.12)	3m 27s
linux (3.10)	24m 39s
linux (3.11)	24m 4s
linux-minimal-deps	2m 53s
macos (macos-latest, 3.12)	11m 58s
macos (macos-13, 3.12)	27m 20s
	2h 24m 46s