Eliminate use of std::cout in ArpackSelfAdjointEigenSolver.

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### Description
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Eliminate use of std::cout in ArpackSelfAdjointEigenSolver.

Instead set the appropriate error status on failure.

### Reference issue
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### Additional information
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See merge request libeigen/eigen!2041

unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h

@@ -454,8 +454,16 @@ ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>::compu
     }
   }
 
-  if (!(mode == 1 && isBempty) && !(mode == 2 && isBempty) && OP.info() != Success)
-    std::cout << "Error factoring matrix" << std::endl;
+  if (!(mode == 1 && isBempty) && !(mode == 2 && isBempty) && OP.info() != Success) {
+    m_info = OP.info() delete[] v;
+    delete[] iparam;
+    delete[] ipntr;
+    delete[] workd;
+    delete[] workl;
+    delete[] resid;
+    m_isInitialized = false;
+    return *this;
+  }
 
   do {
     internal::arpack_wrapper<Scalar, RealScalar>::saupd(&ido, bmat, &n, whch, &nev, &tol, resid, &ncv, v, &ldv, iparam,
@@ -572,7 +580,7 @@ ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>::compu
   delete[] workl;
   delete[] resid;
 
-  m_isInitialized = true;
+  m_isInitialized = (m_info == Success);
 
   return *this;
 }