- 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.

test/cholesky.cpp

@@ -163,4 +163,8 @@ void test_cholesky()
   CALL_SUBTEST_7( cholesky_verify_assert<Matrix3d>() );
   CALL_SUBTEST_8( cholesky_verify_assert<MatrixXf>() );
   CALL_SUBTEST_2( cholesky_verify_assert<MatrixXd>() );
+
+  // Test problem size constructors
+  CALL_SUBTEST_9( LLT<MatrixXf>(10) );
+  CALL_SUBTEST_9( LDLT<MatrixXf>(10) );
 }

test/eigensolver_complex.cpp

@@ -63,4 +63,7 @@ void test_eigensolver_complex()
     CALL_SUBTEST_3( eigensolver(Matrix<std::complex<float>, 1, 1>()) );
     CALL_SUBTEST_4( eigensolver(Matrix3f()) );
   }
+
+  // Test problem size constructors
+  CALL_SUBTEST_5(ComplexEigenSolver<MatrixXf>(10));
 }

test/eigensolver_generic.cpp

@@ -89,4 +89,7 @@ void test_eigensolver_generic()
   CALL_SUBTEST_2( eigensolver_verify_assert<MatrixXd>() );
   CALL_SUBTEST_4( eigensolver_verify_assert<Matrix2d>() );
   CALL_SUBTEST_5( eigensolver_verify_assert<MatrixXf>() );
+
+  // Test problem size constructors
+  CALL_SUBTEST_6(EigenSolver<MatrixXf>(10));
 }

test/eigensolver_selfadjoint.cpp

@@ -129,5 +129,9 @@ void test_eigensolver_selfadjoint()
     CALL_SUBTEST_6( selfadjointeigensolver(Matrix<double,1,1>()) );
     CALL_SUBTEST_7( selfadjointeigensolver(Matrix<double,2,2>()) );
   }
+
+  // Test problem size constructors
+  CALL_SUBTEST_8(SelfAdjointEigenSolver<MatrixXf>(10));
+  CALL_SUBTEST_8(Tridiagonalization<MatrixXf>(10));
 }
 

test/hessenberg.cpp

@@ -61,4 +61,7 @@ void test_hessenberg()
   CALL_SUBTEST_3(( hessenberg<std::complex<float>,4>() ));
   CALL_SUBTEST_4(( hessenberg<float,Dynamic>(ei_random<int>(1,320)) ));
   CALL_SUBTEST_5(( hessenberg<std::complex<double>,Dynamic>(ei_random<int>(1,320)) ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_6(HessenbergDecomposition<MatrixXf>(10));
 }

test/jacobisvd.cpp

@@ -106,4 +106,7 @@ void test_jacobisvd()
   CALL_SUBTEST_3(( svd_verify_assert<Matrix3d>() ));
   CALL_SUBTEST_9(( svd_verify_assert<MatrixXf>() ));
   CALL_SUBTEST_11(( svd_verify_assert<MatrixXd>() ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_12( JacobiSVD<MatrixXf>(10, 20) );
 }

test/lu.cpp

@@ -212,5 +212,9 @@ void test_lu()
     CALL_SUBTEST_6( lu_verify_assert<MatrixXcd>() );
 
     CALL_SUBTEST_7(( lu_non_invertible<Matrix<float,Dynamic,16> >() ));
+
+    // Test problem size constructors
+    CALL_SUBTEST_9( PartialPivLU<MatrixXf>(10) );
+    CALL_SUBTEST_9( FullPivLU<MatrixXf>(10, 20); );
   }
 }

test/qr.cpp

@@ -133,4 +133,7 @@ void test_qr()
   CALL_SUBTEST_6(qr_verify_assert<MatrixXd>());
   CALL_SUBTEST_7(qr_verify_assert<MatrixXcf>());
   CALL_SUBTEST_8(qr_verify_assert<MatrixXcd>());
+
+  // Test problem size constructors
+  CALL_SUBTEST_12(HouseholderQR<MatrixXf>(10, 20));
 }

test/qr_colpivoting.cpp

@@ -157,4 +157,7 @@ void test_qr_colpivoting()
   CALL_SUBTEST_2(qr_verify_assert<MatrixXd>());
   CALL_SUBTEST_6(qr_verify_assert<MatrixXcf>());
   CALL_SUBTEST_3(qr_verify_assert<MatrixXcd>());
+
+  // Test problem size constructors
+  CALL_SUBTEST_9(ColPivHouseholderQR<MatrixXf>(10, 20));
 }

test/qr_fullpivoting.cpp

@@ -139,4 +139,7 @@ void test_qr_fullpivoting()
   CALL_SUBTEST_2(qr_verify_assert<MatrixXd>());
   CALL_SUBTEST_4(qr_verify_assert<MatrixXcf>());
   CALL_SUBTEST_3(qr_verify_assert<MatrixXcd>());
+
+  // Test problem size constructors
+  CALL_SUBTEST_7(FullPivHouseholderQR<MatrixXf>(10, 20));
 }

test/schur_complex.cpp

@@ -64,4 +64,7 @@ void test_schur_complex()
   CALL_SUBTEST_2(( schur<MatrixXcf>(ei_random<int>(1,50)) ));
   CALL_SUBTEST_3(( schur<Matrix<std::complex<float>, 1, 1> >() ));
   CALL_SUBTEST_4(( schur<Matrix<float, 3, 3, Eigen::RowMajor> >() ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_5(ComplexSchur<MatrixXf>(10));
 }

test/schur_real.cpp

@@ -82,4 +82,7 @@ void test_schur_real()
   CALL_SUBTEST_2(( schur<MatrixXd>(ei_random<int>(1,50)) ));
   CALL_SUBTEST_3(( schur<Matrix<float, 1, 1> >() ));
   CALL_SUBTEST_4(( schur<Matrix<double, 3, 3, Eigen::RowMajor> >() ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_5(RealSchur<MatrixXf>(10));
 }

test/svd.cpp

@@ -113,4 +113,7 @@ void test_svd()
   CALL_SUBTEST_2( svd_verify_assert<Matrix4d>() );
   CALL_SUBTEST_3( svd_verify_assert<MatrixXf>() );
   CALL_SUBTEST_4( svd_verify_assert<MatrixXd>() );
+
+  // Test problem size constructors
+  CALL_SUBTEST_9( SVD<MatrixXf>(10, 20) );
 }