Eigen 是一个线性算术的C++模板库，包括：vectors, matrices, 以及相关算法。功能强大、快速、优雅以及支持多平台。
Eigen 3.1 的改进记录：
- A new set of officially supported sparse modules for the representation, assembly, and solving of sparse problems, including many built-in and third-party sparse linear solvers.
- The ability to seamlessly fallback to Intel MKL for some operations such as including matrix products, dense matrix decompositions, and math array operations.
- These optional backends can be enabled at compile-time.
- Some new coefficient and vector-wise operations, rank update/downdate for LLT and LDLT factorizations, closed form eigen-decompositions, and some memory and performance optimizations
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