I downloaded Eigen 3.2.8. (zip file) but I don't know how to compile it. I have read its documentation but they have not described it briefly. I am new into this field so I don not know where to extract files and how run it.
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1Eigen is header only, nothing to compile/configure ;) – ggael Mar 27 '16 at 14:24
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Eigen is a header only library. You don't have to compile it.
You just extract Eigen into any directory and specify that directory as "Include directory" for your project (how to do so, depends on IDE or build system you use).

Ilya Popov
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