- 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/Eigenvalues/EigenSolver.h

@@ -122,6 +122,17 @@ template<typename _MatrixType> class EigenSolver
       */
     EigenSolver() : m_eivec(), m_eivalues(), 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 EigenSolver()
+      */
+    EigenSolver(int size)
+      : m_eivec(size, size),
+        m_eivalues(size),
+        m_isInitialized(false) {}
+
     /** \brief Constructor; computes eigendecomposition of given matrix. 
       * 
       * \param[in]  matrix  Square matrix whose eigendecomposition is to be computed.