[Enhancement] WIP new finite checking in EmpiricialCovariance and IncrementalEmpiricalCovariance

[icfaust]

Description

Add new finite checking to EmpricalCovariance

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PR completeness and readability

• I have reviewed my changes thoroughly before submitting this pull request.
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Testing

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Performance

• I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
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• I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

[icfaust]

/intelci: run

[icfaust]

/intelci: run

[icfaust]

This PR is now dependent on the developments in #2096 (SPMD testing requires array_api bypassing on oneDAL offloading)