- 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.

1 files changed, 3 insertions, 0 deletions

diff --git a/test/qr_colpivoting.cpp b/test/qr_colpivoting.cpp
index 0ca897b52..a34feedd9 100644
--- a/test/qr_colpivoting.cpp
+++ b/test/qr_colpivoting.cpp
@@ -157,4 +157,7 @@ void test_qr_colpivoting()
   CALL_SUBTEST_2(qr_verify_assert<MatrixXd>());
   CALL_SUBTEST_6(qr_verify_assert<MatrixXcf>());
   CALL_SUBTEST_3(qr_verify_assert<MatrixXcd>());
+
+  // Test problem size constructors
+  CALL_SUBTEST_9(ColPivHouseholderQR<MatrixXf>(10, 20));
 }