Add QR and Cholesky module instantiations in the lib.

To try it with the unit tests set the cmake variable TEST_LIB to ON.

Eigen/QR

@@ -3,6 +3,15 @@
 
 #include "Core"
 
+// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
+#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
+  #ifndef EIGEN_HIDE_HEAVY_CODE
+  #define EIGEN_HIDE_HEAVY_CODE
+  #endif
+#elif defined EIGEN_HIDE_HEAVY_CODE
+  #undef EIGEN_HIDE_HEAVY_CODE
+#endif
+
 namespace Eigen {
 
 #include "src/QR/QR.h"
@@ -11,6 +20,33 @@ namespace Eigen {
 #include "src/QR/SelfAdjointEigenSolver.h"
 #include "src/QR/HessenbergDecomposition.h"
 
+// declare all classes for a given matrix type
+#define EIGEN_QR_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
+  PREFIX template class QR<MATRIXTYPE>; \
+  PREFIX template class Tridiagonalization<MATRIXTYPE>; \
+  PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
+  PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
+
+// removed because it does not support complex yet
+//  PREFIX template class EigenSolver<MATRIXTYPE>
+
+// declare all class for all types
+#define EIGEN_QR_MODULE_INSTANTIATE(PREFIX) \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
+
+#ifdef EIGEN_EXTERN_INSTANTIATIONS
+  EIGEN_QR_MODULE_INSTANTIATE(extern);
+#endif // EIGEN_EXTERN_INSTANTIATIONS
+
 } // namespace Eigen
 
 #endif // EIGEN_QR_MODULE_H