[eigen] Custom memory allocators with eigen

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Hi, after inspecting the code I guess the answer is "no", but I wanted
to confirm if I can use a custom allocator with eigen.

I have a piece of code using sparse matrices in which the running time
is dominated by the same allocation/deallocation of some temporaries.
If I could intercept those calls (eigen_malloc, IIRC), I could return a
pointer always pointing to the same block of memory.

--
Alberto



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