Resources: * https://www.jstor.org/stable/2156882 * https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.special_ortho_group.html#scipy.stats.special_ortho_group * https://github.com/scipy/scipy/blob/d98afeae0fcb2302d0f25ba561e7984d5fadf65c/scipy/stats/_multivariate.py#L3617
