- Added problem size constructor to decompositions that did not have one. It preallocates member data structures.

- Updated unit tests to check above constructor.
- In the compute() method of decompositions: Made temporary matrices/vectors class members to avoid heap allocations during compute() (when dynamic matrices are used, of course).

These  changes can speed up decomposition computation time when a solver instance is used to solve multiple same-sized problems. An added benefit is that the compute() method can now be invoked in contexts were heap allocations are forbidden, such as in real-time control loops.

CAVEAT: Not all of the decompositions in the Eigenvalues module have a heap-allocation-free compute() method. A future patch may address this issue, but some required API changes need to be incorporated first.

Eigen/src/Cholesky/LLT.h

@@ -82,6 +82,15 @@ template<typename _MatrixType, int _UpLo> class LLT
     */
     LLT() : m_matrix(), m_isInitialized(false) {}
 
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa LLT()
+      */
+    LLT(int size) : m_matrix(size, size),
+                    m_isInitialized(false) {}
+
     LLT(const MatrixType& matrix)
       : m_matrix(matrix.rows(), matrix.cols()),
         m_isInitialized(false)