Julia is returning an ARPACKException(-3) with the following line:

(pVals,pVecs)=eigs(covariance;nev=sigComponents,sigma=1,which="LM",tol=0.0
,ritzvec=true,maxiter=1000) 


running on a 64-bit windows machine, covariance is positive definite. I'm 
not getting any useful debugging information, so I honestly have not the 
slightest idea of what is happening here, any help would be appreciated. 

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