What is the method to install the Eigen library in C++?

To install the Eigen library in C++, you can follow these steps.

1. Download the Eigen library source code: You can download the latest Eigen library source code from the official website of Eigen (http://eigen.tuxfamily.org).
2. Extract Eigen library source code into your project directory.
3. Include the Eigen header file in your C++ code: Use #include in your C++ code to include the Eigen library header file.
4. Compile your C++ code: use your preferred compiler (such as g++, clang++, etc.) to compile your C++ code, and add the path to the Eigen library to the compilation options.
5. Run your executable: After successfully compiling, you can run the generated executable file to start using the Eigen library for linear algebra operations.

I hope these steps can help you successfully install the Eigen library and start performing linear algebra operations in C++.