ENH: since Eigen doesn't need compiling or installation, don't do it

I (and Hans) have noticed some build problems with Eigen on some platforms, during the configuration stage, when building standalone.

I could probably have finessed those build problems but since Eigen is a 'header-only' library that requires no compilation (or installation for that matter) I cut the Gordian knot -- I suppressed everything except unpacking the source, and sets the include path to the source directory.