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Fix covmat reg tests

Emanuele Roberto Nocera requested to merge fix_covmat_test into master

Created by: wilsonmr

I actually kept the old test and added another because I think that the procedure before wasn't robust and the test actually helped find this issues. To (hopefully) fix that I added in an abs() around the correlation matrix eigenvalue in case it is close to zero but negative

Then I added another test which checks with a slightly more sane matrix. Also using numpy.testing.assert_allclose whereever possible in that test module for better errors

closes #777 (closed)

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