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`.

1 files changed, 43 insertions, 0 deletions

diff --git a/test/ctorleak.cpp b/test/ctorleak.cpp
new file mode 100644
index 000000000..72ab94b66
--- /dev/null
+++ b/test/ctorleak.cpp
@@ -0,0 +1,43 @@
+#include "main.h"
+
+#include <exception>  // std::exception
+
+struct Foo
+{
+  int dummy;
+  Foo() { if (!internal::random(0, 10)) throw Foo::Fail(); }
+  class Fail : public std::exception {};
+};
+
+namespace Eigen
+{
+  template<>
+  struct NumTraits<Foo>
+  {
+    typedef double Real;
+    typedef double NonInteger;
+    typedef double Nested;
+    enum
+      {
+        IsComplex             =  0,
+        IsInteger             =  1,
+        ReadCost              = -1,
+        AddCost               = -1,
+        MulCost               = -1,
+        IsSigned              =  1,
+        RequireInitialization =  1
+      };
+    static inline Real epsilon() { return 1.0; }
+    static inline Real dummy_epsilon() { return 0.0; }
+  };
+}
+
+void test_ctorleak()
+{
+  try
+    {
+      Matrix<Foo, Dynamic, Dynamic> m(14, 92);
+      eigen_assert(false);  // not reached
+    }
+  catch (const Foo::Fail&) { /* ignore */ }
+}