- 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/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); );
   }
 }