Eigen3

Eigen can be installed on windows by running the following script.

set Install_DIR=C:\Local
git clone https://gitlab.com/libeigen/eigen.git
cd eigen
git checkout 3.3.7
mkdir Build
cd Build
cmake .. -G "Visual Studio 16 2019" -A x64  -DCMAKE_INSTALL_PREFIX=%Install_DIR%\eigen
mkdir %Install_DIR%\eigen
msbuild INSTALL.vcxproj /property:Configuration=Release