Ability to pass low-rank mass matrices

[twiecki]

Currently blackjax supports 2 types of mass matrices:

1. diagonal
2. full

It would be nice if it would also support low-rank matrices in the form of eigenvalues and eigenvectors.

CC @aseyboldt

[junpenglao]

I guess you meant support low-rank mass matrix in window adaptation? As for HMC/NUTS low-rank is supported (user do need to construct the 2d metrics):

blackjax/blackjax/mcmc/metrics.py

Line 97 in e0a7f9e

inverse_mass_matrix: Array,