  We show how the sign problem occurring in dynamical simulations of random
matrices at nonzero chemical potential can be avoided by judiciously combining
matrices into subsets. For each subset the sum of fermionic determinants is
real and positive such that importance sampling can be used in Monte Carlo
simulations. The number of matrices per subset is proportional to the matrix
dimension. We measure the chiral condensate and observe that the statistical
error is independent of the chemical potential and grows linearly with the
matrix dimension, which contrasts strongly with its exponential growth in
reweighting methods.
