Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.. The current version is 3.1.3

To use the Eigen libraries, just untar and enter the source the directory

# tar -xvf eigen-3.1.3.tar

Copy the whole Eigen directory found in “eigen-eigen-2249f9c22fe8” folder to the /usr/local/include directory

# cd eigen-eigen-2249f9c22fe8/
# cp -Rv Eigen /usr/local/include