Armadillo: Remove dependency on boost and add arpack

The change is made according to suggestions from the upstream developer. The following partial of the email I received from Conrad Sanderson

> The list of dependencies for Armadillo 4.000 has changed since the 3.x
versions. Specifically, the boost dependency is no longer used, as all
references to boost have been removed from Armadillo. There is however
a new dependency: arpack, which is used for eigen decomposition of
sparse matrices.

> In summary:
> removed dependency: boost
> new dependency: arpack

> With regards,
> Conrad