Tests

[MRG] Nystrom sinkhorn #3066

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Run time

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Job	Run time
linux (3.11)	22m 37s
Lint	25s
linux (3.12)	22m 37s
linux-minimal-deps	2m 55s
linux (3.10)	22m 38s
windows (3.12)	3m 43s
linux (3.9)	22m 22s
macos (macos-latest, 3.12)	17m 17s
macos (macos-13, 3.12)	17m 33s
	2h 12m 7s