- 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) );
 }