[eigen] Pre-allocating LU objects

[Manoj Rajagopalan <rmanoj@xxxxxxxxx>]

Hi,

   I am writing code where I am pre-allocating a bunch of Eigen3 objects and 
reusing them O(10^5) times in my simulation. Therefore, I am trying to push 
as much as possible of the memory allocation to the sim initialization before 
the main loop.

   FullPivLU and PartialPivLu don't seem to have constructors that just resize 
them initially. They seem to get resized only when a matrix is passed as CTOR 
argument or when the compute() method is called. My sim uses the default CTOR 
and calls compute() later with the matrix to be factorized but the size of 
the matrix is the same throughout.

   Most resize methods check the provided sizes against the currently 
allocated size before actually performing the new[] and I am guessing Eigen 
code does this too. So the first call to ??PivLU::compute() in my code should 
cause allocation and the rest of them should be no-ops because I am always 
solving the same-size matrix. Am I right in concluding that the performance 
hit due to invasive scratch-memory allocation in ??PivLU should therefore be 
minimal?

   Will it be a good idea to include a CTOR that takes only size arguments 
(dynamic, not static) and allocates the scratch memory that these classes use 
at instantiation?

Thanks,
Manoj