Avoid memory leak when constructor of user-defined type throws exception.

The added check `ctorleak.cpp` demonstrates how the leak can be reproduced.
The test appears to pass but it is leaking the storage of the (not created)
matrix.  I don't know how to make this test fail in the existing test suite but
you can run it through Valgrind (or another debugger) to verify the leak.

    $ ./check.sh ctorleak && valgrind --leak-check=full ./test/ctorleak

This patch fixes this leak by adding some try-catch-delete-rethrow blocks to
`Eigen/src/Core/util/Memory.h`.

test/CMakeLists.txt

@@ -251,6 +251,8 @@ ei_add_test(bicgstab)
 ei_add_test(sparselu)
 ei_add_test(sparseqr)
 
+ei_add_test(ctorleak)
+
 # ei_add_test(denseLM)
 
 if(QT4_FOUND)