Towards gh-18867

I think this deserves its own issue. It should be quite simple to add support to scipy.datasets: just add a few xp.asarray wrappers.

However, there are performance concerns with device transfers - will it be possible to create the arrays on the desired device / of the desired type in the first place? Do we want to follow the pattern of the array-creation functions fft.{r}fftfreq by adding xp, device kwargs?

This is something of concern for downstream libraries as well e.g. second half of colour-science/colour#1244 (comment).

cc @rgommers @KelSolaar