The added check `ctorleak.cpp` demonstrates how the leak can be reproduced.
The test appears to pass but it is leaking the storage of the (not created)
matrix. I don't know how to make this test fail in the existing test suite but
you can run it through Valgrind (or another debugger) to verify the leak.
$ ./check.sh ctorleak && valgrind --leak-check=full ./test/ctorleak
This patch fixes this leak by adding some try-catch-delete-rethrow blocks to
`Eigen/src/Core/util/Memory.h`.
58687aa5e6