Sample from the distribution of eigenvalues of W * inv(T)

Samples from the rp-dimensional joint distribution of the eigenvalues of $WT^{-1}$, where $W$ and $T$ are independent Wisharts with dimensions specified in Prop 1(ii). These are the $\Psi_i$, and taking $\sqrt{(\Psi_i/(1+\Psi_i))}$ gives a sample from the joint distribution of the canonical correlations between two groups of variables of size $p_1$ and $p_2$ under the null.