1. Eigen downloads the tar.gz of The latest stable release is Eigen 3.4.0.
2. Direct decompression: sudo tar -xvzf eigen-3.4.0.tar.gz
3. cmake compilation + install installation + copy the eigen file to the local calling folder /usr/include
cd eigen-3.4.0
sudo mkdir build
cd build
sudo cmake ..
sudo make install
sudo cp -r /usr/local/include/eigen3 /usr/include
4. Version check
pkg-config --modversion eigen3