bug #1073: backport common pitfalls page

doc/Manual.dox

@@ -11,6 +11,7 @@ namespace Eigen {
   - \subpage TopicCustomizingEigen
   - \subpage TopicMultiThreading
   - \subpage TopicUsingIntelMKL
+  - \subpage TopicPitfalls
   - \subpage TopicTemplateKeyword
   - \subpage UserManual_UnderstandingEigen
 */

doc/Pitfalls.dox

@@ -0,0 +1,38 @@
+namespace Eigen {
+
+/** \page TopicPitfalls Common pitfalls
+
+\section TopicPitfalls_template_keyword Compilation error with template methods
+
+See this \link TopicTemplateKeyword page \endlink.
+
+\section TopicPitfalls_auto_keyword C++11 and the auto keyword
+
+In short: do not use the auto keywords with Eigen's expressions, unless you are 100% sure about what you are doing. In particular, do not use the auto keyword as a replacement for a Matrix<> type. Here is an example:
+
+\code
+MatrixXd A, B;
+auto C = A*B;
+for(...) { ... w = C * v;  ...}
+\endcode
+
+In this example, the type of C is not a MatrixXd but an abstract expression representing a matrix product and storing references to A and B. Therefore, the product of A*B will be carried out multiple times, once per iteration of the for loop. Moreover, if the coefficients of A or B change during the iteration, then C will evaluate to different values.
+
+Here is another example leading to a segfault:
+\code
+auto C = ((A+B).eval()).transpose();
+// do something with C
+\endcode
+The problem is that eval() returns a temporary object (in this case a MatrixXd) which is then referenced by the Transpose<> expression. However, this temporary is deleted right after the first line, and there the C expression reference a dead object. The same issue might occur when sub expressions are automatically evaluated by Eigen as in the following example:
+\code
+VectorXd u, v;
+auto C = u + (A*v).normalized();
+// do something with C
+\endcode
+where the normalized() method has to evaluate the expensive product A*v to avoid evaluating it twice. On the other hand, the following example is perfectly fine:
+\code
+auto C = (u + (A*v).normalized()).eval();
+\endcode
+In this case, C will be a regular VectorXd object.
+*/
+}