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Arnoldi and Lanczos (+ tridiagonalisation and Hessenberg solvers & Eigen methods for transforming) seem to be working. Atm Lanczos can be run without (which means we find ghost eigenvalues) or full orthogonalisation. It would be interesting to implement a selective procedure (see https://books.google.at/books?id=mlOa7wPX6OYC&lpg=PA470&hl=de&pg=PA483 or Parlett and Scott 1979).
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As of bbf4930, this is implemented (partly based on the Spectra library, which is more specialised for this task).
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