Try singular name if plural not defined

In CMake "canon" (i.e. tutorial on Kitware's website) it is stated that
the _DIR suffix should be used for the directory of the library alone,
whereas _DIRS are entire list of paths necessary to compile (i.e.
dependencies are included).

Eigen3 only uses the singular form (since it doesn't have any
dependencies); it should really be copied to the plural form, but it may
be advantageous to have the find-module included unchanged, so we put in
an extra effort to find it here.
Include possibility that uppercase is used
Merge pull request #243 from rolk/243_single

Try singular name if plural not defined