Fix Hessian integration tests

[NicolaCourtier]

Description

Fix the eigenvector calculation in the Hessian-based classification tests by using scipy.linalg.eig instead of np.linalg.eig.

Type of change

Please add a line in the relevant section of CHANGELOG.md to document the change (include PR #).

Important checks:

Please confirm the following before marking the PR as ready for review:

• No style issues: $ pre-commit run or $ nox -s pre-commit (see CONTRIBUTING.md for how to set this up to run automatically when committing locally, in just two lines of code)
• All tests pass: nox -s tests
• The documentation builds: nox -s doctest
• Code is commented for hard-to-understand areas
• Tests added that prove fix is effective or that feature works