- 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/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));
 }