MAINT: random: Update to disallowing complex inputs to multivariate_n…

…ormal.

* Disallow both mean and cov from being complex.
* Raise a TypeError instead of a NotImplementedError if mean or cov is
  complex.
* Expand and fix the unit test.

numpy/random/_generator.pyx

@@ -3661,8 +3661,9 @@ cdef class Generator:
         mean = np.array(mean)
         cov = np.array(cov)
 
-        if np.issubdtype(cov.dtype, np.complexfloating):
-            raise NotImplementedError("Complex gaussians are not supported.")
+        if (np.issubdtype(mean.dtype, np.complexfloating) or
+                np.issubdtype(cov.dtype, np.complexfloating)):
+            raise TypeError("mean and cov must not be complex")
 
         if size is None:
             shape = []

numpy/random/tests/test_generator_mt19937.py

@@ -1453,7 +1453,11 @@ def test_multivariate_normal(self, method):
         assert_raises(ValueError, random.multivariate_normal,
                       mu, np.eye(3))
 
-        assert_raises(NotImplementedError, np.random.multivariate_normal, [0], [[1+1j]])
+    @pytest.mark.parametrize('mean, cov', [([0], [[1+1j]]), ([0j], [[1]])])
+    def test_multivariate_normal_disallow_complex(self, mean, cov):
+        random = Generator(MT19937(self.seed))
+        with pytest.raises(TypeError, match="must not be complex"):
+            random.multivariate_normal(mean, cov)
 
     @pytest.mark.parametrize("method", ["svd", "eigh", "cholesky"])
     def test_multivariate_normal_basic_stats(self, method):