Define EIGEN_TRY, EIGEN_CATCH, EIGEN_THROW as suggested by Moritz Klammer.

Make it possible to run unit-tests with exceptions disabled via EIGEN_TEST_NO_EXCEPTIONS flag.
Enhanced ctorleak unit-test

Eigen/Core

@@ -42,6 +42,14 @@
   #define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
 #endif
 
+#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__)
+  #define EIGEN_EXCEPTIONS
+#endif
+
+#ifdef EIGEN_EXCEPTIONS
+  #include <new>
+#endif
+
 // then include this file where all our macros are defined. It's really important to do it first because
 // it's where we do all the alignment settings (platform detection and honoring the user's will if he
 // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
@@ -209,14 +217,6 @@
   #include <intrin.h>
 #endif
 
-#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__)
-  #define EIGEN_EXCEPTIONS
-#endif
-
-#ifdef EIGEN_EXCEPTIONS
-  #include <new>
-#endif
-
 /** \brief Namespace containing all symbols from the %Eigen library. */
 namespace Eigen {