title: Eigen: set EIGEN_STACK_ALLOCATION_LIMIT doesn't work
body: <p>I wish to change stack size that limited by Eigen </p>
  
  <p>I add </p>
  
  <pre><code>#define EIGEN_STACK_ALLOCATION_LIMIT 0
  </code></pre>
  
  <p>to my cpp file. </p>
  
  <p>However, no matter what value I set to <code>EIGEN_STACK_ALLOCATION_LIMIT</code>, compilation output always contains</p>
  
  <blockquote>
    <p>C:/mingw-w64/x86_64-7.1.0-win32-seh-rt_v5-rev0/mingw64/x86_64-w64-mingw32/include/Eigen/src/Core/util/Macros.h:799:0:
    note: this is the location of the previous definition  #define
    EIGEN_STACK_ALLOCATION_LIMIT 131072</p>
  </blockquote>
  
  <p>131072 is exactly 128KB, nothing changes! Why? Am I wrong here? How to correctly set <code>EIGEN_STACK_ALLOCATION_LIMIT</code> for Eigen? In addition, how to adjust g++ stack size limit? </p>
  
  <p>ps: I know I should not use large fixed size matrix. But using Dynamic got mysterous abort of compilation, so I am trying different ways.</p>