Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and relate

不要相当然，这个库是不用make的．．．
见INSTALL2

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.