@Test
public void entropyTest() {

    double[][] matrixArray;
    // Comparison values were taken from scipy implementation of wishart entropy.
    matrixArray = new double[][]{{1, 0}, {0, 1}};
    assertEquals(3.953808582067758, new Wishart(new BlockRealMatrix(matrixArray), 2).getEntropy(), 1e-7);
    matrixArray = new double[][]{{2, 1}, {1, 2}};
    assertEquals(8.4584668123359084, new Wishart(new BlockRealMatrix(matrixArray), 5).getEntropy(), 1e-7);
}