Add eigen3 version 3.1.2

Eigen 3 is a C++ template library for linear algebra: vectors, matrices, and
related algorithms.

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+Eigen 3 is a C++ template library for linear algebra: vectors, matrices, and
+related algorithms. It is:
+* Versatile. Eigen handles, without code duplication, and in a completely
+  integrated way:
+  o both fixed-size and dynamic-size matrices and vectors.
+  o both dense and sparse (the latter is still experimental) matrices and
+    vectors.
+  o both plain matrices/vectors and abstract expressions.
+  o both column-major (the default) and row-major matrix storage.
+  o both basic matrix/vector manipulation and many more advanced, specialized
+    modules providing algorithms for linear algebra, geometry, quaternions,
+    or advanced array manipulation.
+* Fast.
+  o Expression templates allow to intelligently remove temporaries and enable
+    lazy evaluation, when that is appropriate -- Eigen takes care of this
+    automatically and handles aliasing too in most cases.
+  o Explicit vectorization is performed for the SSE (2 and later) and AltiVec
+    instruction sets, with graceful fallback to non-vectorized code.
+    Expression templates allow to perform these optimizations globally for
+    whole expressions.
+  o With fixed-size objects, dynamic memory allocation is avoided, and the
+    loops are unrolled when that makes sense.
+  o For large matrices, special attention is paid to cache-friendliness.
+* Elegant. The API is extremely clean and expressive, thanks to expression
+  templates. Implementing an algorithm on top of Eigen feels like just copying
+  pseudocode. You can use complex expressions and still rely on Eigen to
+  produce optimized code: there is no need for you to manually decompose
+  expressions into small steps.
+* Compiler-friendy. Eigen has very reasonable compilation times at least with
+  GCC, compared to other C++ libraries based on expression templates and heavy
+  metaprogramming. Eigen is also standard C++ and supports various compilers.