diff --git a/Eigen/src/Core/Array.h b/Eigen/src/Core/Array.h
index 539e1d22b..bd47e6cbb 100644
--- a/Eigen/src/Core/Array.h
+++ b/Eigen/src/Core/Array.h
@@ -110,7 +110,7 @@ class Array
     EIGEN_STRONG_INLINE explicit Array() : Base()
     {
       Base::_check_template_params();
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
@@ -120,7 +120,7 @@ class Array
       : Base(internal::constructor_without_unaligned_array_assert())
     {
       Base::_check_template_params();
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 #endif
 
@@ -137,7 +137,7 @@ class Array
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(Array)
       eigen_assert(dim >= 0);
       eigen_assert(SizeAtCompileTime == Dynamic || SizeAtCompileTime == dim);
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
diff --git a/Eigen/src/Core/Matrix.h b/Eigen/src/Core/Matrix.h
index 99160b591..5f6df19fb 100644
--- a/Eigen/src/Core/Matrix.h
+++ b/Eigen/src/Core/Matrix.h
@@ -203,13 +203,13 @@ class Matrix
     EIGEN_STRONG_INLINE explicit Matrix() : Base()
     {
       Base::_check_template_params();
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     // FIXME is it still needed
     Matrix(internal::constructor_without_unaligned_array_assert)
       : Base(internal::constructor_without_unaligned_array_assert())
-    { Base::_check_template_params(); EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED }
+    { Base::_check_template_params(); EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED }
 
     /** \brief Constructs a vector or row-vector with given dimension. \only_for_vectors
       *
@@ -224,7 +224,7 @@ class Matrix
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(Matrix)
       eigen_assert(dim >= 0);
       eigen_assert(SizeAtCompileTime == Dynamic || SizeAtCompileTime == dim);
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
diff --git a/Eigen/src/Core/PlainObjectBase.h b/Eigen/src/Core/PlainObjectBase.h
index 5c94ef621..8b98c67e1 100644
--- a/Eigen/src/Core/PlainObjectBase.h
+++ b/Eigen/src/Core/PlainObjectBase.h
@@ -11,10 +11,12 @@
 #ifndef EIGEN_DENSESTORAGEBASE_H
 #define EIGEN_DENSESTORAGEBASE_H
 
-#ifdef EIGEN_INITIALIZE_MATRICES_BY_ZERO
-# define EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=Scalar(0);
+#if defined(EIGEN_INITIALIZE_MATRICES_BY_ZERO)
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=Scalar(0);
+#elif defined(EIGEN_INITIALIZE_MATRICES_BY_NAN)
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=std::numeric_limits<Scalar>::quiet_NaN();
 #else
-# define EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
 #endif
 
 namespace Eigen {
@@ -236,7 +238,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
         Index size = nbRows*nbCols;
         bool size_changed = size != this->size();
         m_storage.resize(size, nbRows, nbCols);
-        if(size_changed) EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
       #else
         internal::check_rows_cols_for_overflow<MaxSizeAtCompileTime>::run(nbRows, nbCols);
         m_storage.resize(nbRows*nbCols, nbRows, nbCols);
@@ -266,7 +268,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
       else
         m_storage.resize(size, size, 1);
       #ifdef EIGEN_INITIALIZE_MATRICES_BY_ZERO
-        if(size_changed) EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+        if(size_changed) EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
       #endif
     }
 
@@ -416,7 +418,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     EIGEN_STRONG_INLINE explicit PlainObjectBase() : m_storage()
     {
 //       _check_template_params();
-//       EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+//       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
@@ -425,7 +427,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     PlainObjectBase(internal::constructor_without_unaligned_array_assert)
       : m_storage(internal::constructor_without_unaligned_array_assert())
     {
-//       _check_template_params(); EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+//       _check_template_params(); EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 #endif
 
@@ -433,7 +435,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
       : m_storage(a_size, nbRows, nbCols)
     {
 //       _check_template_params();
-//       EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+//       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     /** \copydoc MatrixBase::operator=(const EigenBase<OtherDerived>&)
diff --git a/doc/PreprocessorDirectives.dox b/doc/PreprocessorDirectives.dox
index 0c4c47464..f731b5628 100644
--- a/doc/PreprocessorDirectives.dox
+++ b/doc/PreprocessorDirectives.dox
@@ -27,7 +27,11 @@ are doing.
  - \b EIGEN_DEFAULT_IO_FORMAT - the IOFormat to use when printing a matrix if no %IOFormat is specified.
    Defaults to the %IOFormat constructed by the default constructor IOFormat::IOFormat().
  - \b EIGEN_INITIALIZE_MATRICES_BY_ZERO - if defined, all entries of newly constructed matrices and arrays are
-   initializes to zero, as are new entries in matrices and arrays after resizing. Not defined by default.
+   initialized to zero, as are new entries in matrices and arrays after resizing. Not defined by default.
+ - \b EIGEN_INITIALIZE_MATRICES_BY_NAN - if defined, all entries of newly constructed matrices and arrays are
+   initialized to NaN, as are new entries in matrices and arrays after resizing. This option is especially
+   useful for debugging purpose, though a memory tool like <a href="http://valgrind.org/">valgring</a> is
+   preferable. Not defined by default.
  - \b EIGEN_NO_AUTOMATIC_RESIZING - if defined, the matrices (or arrays) on both sides of an assignment 
    <tt>a = b</tt> have to be of the same size; otherwise, %Eigen automatically resizes \c a so that it is of
    the correct size. Not defined by default.