https://eigen.tuxfamily.org/dox/TopicCMakeGuide.html
下载源码后，根据 INSTALL 文件执行 cmake 和 make 安装 Eigen 。
Method 2. Installing using CMake
Let's call this directory 'source_dir' (where this INSTALL file is). Before starting, create another directory which we will call 'build_dir'.
Do:
cd build_dir cmake source_dir make install
The "make install" step may require administrator privileges.
You can adjust the installation destination (the "prefix") by passing the -DCMAKE_INSTALL_PREFIX=myprefix option to cmake, as is explained in the message that cmake prints at the end.