Fix 2240, 2620

Reference issue

Fixes #2240 (closed) Partially sort-of addresses #2620

What does this implement/fix?

Pre-allocate cols() workspace for in-place tridiagonalization. If the Eigenvectors are requested, then this fix simply allocates the memory a bit sooner. However, if the eigen vectors are not requested, then this memory is not used. This could be rectified by checking the options parameter, though it is only passed in one variant of the constructor.

Additional information