Installing Eigen3

Procedure

1. Download the installation package.

   cd /path/to
   wget http://gitlab.com/libeigen/eigen/-/archive/3.4.0/eigen-3.4.0.tar.gz
   tar xvf eigen-3.4.0.tar.gz
   cd eigen-3.4.0

2. Create a build directory.

   mkdir build
   cd build
   cmake .. -DCMAKE_INSTALL_PREFIX=/path/to/eigen3-install

3. Perform the installation.

   make
   make install