1. Installation:
   git pull the Eigen library:
   git clone https://github.com/eigenteam/eigen-git-mirror
2. Copy the Eigen Folder to your lib directory
   cp -rf Eigen  /yourcpplib/
3. Compile
   g++ -I /yourcpplib/ hello.cpp -o hello 
4. Example:

    #include < iostream>
    #include < Eigen/Dense>

    using namespace std;
    using namespace Eigen;

    int main() {
      MatrixXi m = MatrixXi::Random(10,10); 
      cout << "m =\n" << m*m << endl;
    }

    // -------------------------------------------------------------------------------- 
    #include < iostream>
    #include < Eigen/Dense>
    using Eigen::MatrixXd;
    int main()
    {
      MatrixXd m(2,2);
      m(0,0) = 3;
      m(1,0) = 2.5;
      m(0,1) = -1;
      m(1,1) = m(1,0) + m(0,1);
      std::cout << m << std::endl;
    }