Eigen3 Installation

Quote: How to "install" Eigen? In order to use [Eigen](https://eigen.tuxfamily.org/dox/namespaceEigen.html), you just need to download and extract [Eigen](https://eigen.tuxfamily.org/dox/namespaceEigen.html)'s source code (see [the wiki](http://eigen.tuxfamily.org/index.php?title=Main_Page#Download) for download instructions). In fact, the header files in the [Eigen](https://eigen.tuxfamily.org/dox/namespaceEigen.html) subdirectory are the only files required to compile programs using [Eigen](https://eigen.tuxfamily.org/dox/namespaceEigen.html). The header files are the same for all platforms. It is not necessary to use CMake or install anything. from https://eigen.tuxfamily.org/dox/GettingStarted.html