Exception in Constructor

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Hi,

I am confused by the "note section" at
http://www.parashift.com/c++-faq/ctors-can-throw.html

It says, "if a constructor finishes by throwing an exception, the memory
associated with the object itself is cleaned up ? there is no memory leak".

However, as I know (and I tested), when an exception is thrown inside a
constructor, the destructor won't be called.

Here is how I tested:
#include <iostream>

class B {
public:
    int m_x;
    B(int x) : m_x(x) {}
    ~B() {
        std::cout << __PRETTY_FUNCTION__ << std::endl;
    }
};

class A {
public:
    A() {
        m_b = new B(3);
        throw 0;
    }
    ~A() {
        std::cout << __PRETTY_FUNCTION__ << std::endl;
    }
private:
    B* m_b;
};

int main() {
    try {
        A a;
    }
    catch (...) {
        std::cout << "caught an exception :)" << std::endl;
    }
    return 0;
}

Inside A::A(), I new-ed B and then threw an exception on purpose, and
obviously, A::~A() and B::~B() weren't called.

It doesn't seems to me that "if a constructor finishes by throwing an
exception, the memory associated with the object itself is cleaned up ?
there is no memory leak" is true.

I am pretty certain that I interpret it incorrectly. Can someone elaborate?

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