The ARPACK error means -3: NCV-NEV >= 2 and less than or equal to N
where NCV is the number of Arnoldi vectors. The default value is NCV=20, however, this is adjusted according to (n <= 6) && (nev = max(n-1, nev)) ncv = blas_int(min(max(2*nev+2, ncv), n)) Which values do you use for N (size of covariance) and NEV= sigComponents?
