Tests

[MRG] Nystrom sinkhorn #3072

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Run time

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Job	Run time
Lint	23s
linux (3.10)	24m 34s
linux (3.11)	25m 37s
linux (3.9)	22m 20s
linux (3.12)	29m 13s
windows (3.12)	3m 20s
linux-minimal-deps	3m 10s
macos (macos-latest, 3.12)	11m 42s
macos (macos-13, 3.12)	32m 46s
	2h 33m 5s