eigen/doc/Pitfalls.dox

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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.
*/
}