To build the optional ARPACK extension, you need to install ARPACK and the c++ headers by hand. First clone the git project to an appropriate place, enter the project directory, configure the sources and make the library:
autoepsPerSite=misc::hard_equal(_eps,0.0)?EPSILON:_eps/std::sqrt(double(2*numComponents-3));// Taken from HIERARCHICAL SINGULAR VALUE DECOMPOSITION OF TENSORS