Fix #6965 by using xLAHQR from LAPACK 2.
This essentially applies https://github.com/opencollab/arpack-ng/pull/2
which we can use until upstream releases a new version.
Also, download arpack-ng from github.
Add test, but disabled for now as it will fail on stock arpack used by distros.
Merge pull request #8608 from JuliaLang/vs/6965

Fix #6965 by using xLAHQR from LAPACK 2.