[eigen] SparseLU generates dense representation somewere |

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Hello all,

`sorry for the potentially very basic question. I'm trying to solve a
``sparse square linear system using Eigen 3.2's new SparseLU method and
``seem to be running into issues. If I compile the snippet below (silly
``but hopefully explains the issue), I get:
`
$ ./test
terminate called after throwing an instance of 'std::bad_alloc'
what(): std::bad_alloc
[2] 152688 abort (core dumped) ./test

`So it seems like for some reason it is allocating a dense
``representation. What am I doing wrong?
`
Thank you,
Wenzel
=========
#define NDEBUG
#include <Eigen/SparseCore>
#include <Eigen/SparseLU>
int main(int argc, char **argv) {
typedef Eigen::SparseMatrix<double, Eigen::ColMajor> SMatrix;
const int N = 500000;
SMatrix A(N,N), B(N, N), C(N, N);
A.setIdentity();
B.setIdentity();
A.makeCompressed();
B.makeCompressed();
Eigen::SparseLU<SMatrix> lu;
lu.compute(A);
C = lu.solve(B);
}