"My whole life is a dark room...ONE BIG DARK ROOM" - a.f.i.
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Yeah, the major pentatonic scale goes with the major scale. Like A major pent goes with the key of A major or an A major chord, and the same with the minor pent which goes with a minor key and/or minor chord. You can also look at your major and minor blues scales which are a great alternative to pents as they also work in the same ways.