covmat regularization test fails

Created by: wilsonmr

I think there are two issues here. One is that the random matrix I picked to be part of the test has a zero eigenvalue which was not very sensible. The second is that the procedure should probably still be able to handle this anyway

whilst I'm fixing this I can also add np.assert_allclose as suggested in #749

see #651 and #749 for tests failing on some machines

cc @tgiani @scarlehoff @Zaharid