BUG: Prevent crashes due to MKL bug in ?heevr

[congma]

In the LAPACK wrapper for ?heevr, enlarge the size of the isuppz array
parameter in order to prevent out-of-bound access by the underlying
library. For both ?heevr and ?syevr, more robust checks and default
values are also put in place.

Reference issue

Closes #11709

What does this implement/fix?

Crashes related to linalg.eigh()

Additional information

The current status is mostly a workaround for MKL on macos. Further investigation is needed to access the presence or impact of similar issues on other platforms.

[miladsade96]

@congma Please use to fix #11709 or fixes #11709 in the PR description in order to auto-close related issue after merging PR.

[congma]

@congma Please use to fix #11709 or fixes #11709 in the PR description in order to auto-close related issue after merging PR.

Thanks. This is still very much WIP.

[WarrenWeckesser]

I haven't reviewed the changes in this PR, so this is just a report on the effect. I am on MacOS 10.12.6. With the master branch of scipy (SHA 1150c4c...) and using numpy from anaconda (so with MKL), I get a seg. fault when I run the linalg test suite. With this PR, the linalg test suite completes with all tests passing. 🎉

[rgommers]

Fixes multiple crashes on Linux with MKL as well:

FAILED scipy/linalg/tests/test_decomp.py::TestSVDVals::test_empty
FAILED scipy/sparse/linalg/eigen/arpack/tests/test_arpack.py::test_symmetric_modes
FAILED scipy/sparse/linalg/eigen/arpack/tests/test_arpack.py::test_hermitian_modes
FAILED scipy/sparse/linalg/eigen/arpack/tests/test_arpack.py::test_real_nonsymmetric_modes
FAILED scipy/sparse/linalg/eigen/arpack/tests/test_arpack.py::test_svd_linop

[rgommers]

These crashes are starting to get annoying, and I'm not sure if on macOS we're only seeing these ones or another one as well.

This PR is still WIP, but it does improve the situation. @congma, @ilayn is there any reason not to merge this?

[ilayn]

No there isn't. I just forgot. We need to cleanup a bit a few details but essentially quite doable quickly. I'll have a look.

[ilayn]

Apart from the recent Cython issue, Travis being Travis again hence merging. Feedback from MKL users are welcome.

[rgommers]

Thanks @congma and @ilayn!

[WarrenWeckesser]

Thanks @congma and @ilayn, and @rgommers for the nudge!