Tests

[MRG] Nystrom sinkhorn #3070

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Run time

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Job	Run time
Lint	30s
linux (3.10)	25m 24s
macos (macos-13, 3.12)	31m 57s
linux (3.9)	25m 25s
linux (3.11)	25m 8s
macos (macos-latest, 3.12)	17m 4s
linux-minimal-deps	2m 56s
windows (3.12)	3m 54s
linux (3.12)	25m 25s
	2h 37m 43s