$ sudo apt-get install libeigen3-dev
$ sudo apt-get install libeigen2-dev

$ find /usr/include -name "Eigen*"
/usr/include/eigen3/unsupported/Eigen
/usr/include/eigen3/unsupported/Eigen/src/Eigenvalues
/usr/include/eigen3/Eigen
/usr/include/eigen3/Eigen/Eigenvalues
/usr/include/eigen3/Eigen/src/Eigenvalues
/usr/include/eigen3/Eigen/src/Eigenvalues/EigenSolver.h
/usr/include/eigen3/Eigen/src/OrderingMethods/Eigen_Colamd.h
/usr/include/eigen3/Eigen/src/Core/EigenBase.h
/usr/include/eigen3/Eigen/Eigen
/usr/include/eigen2/unsupported/Eigen
/usr/include/eigen2/Eigen
/usr/include/eigen2/Eigen/src/QR/EigenSolver.h
/usr/include/eigen2/Eigen/Eigen