1. A new version of Eigen (v 3.0 now) is out (on March 23, 2011), and it seems promising. First, a few links:
2. No compilation issues on the Win32 platform: I just downloaded it today, and found that it compiles OK with VC++ 10.0 on Win32 (the BUILD_ALL project). I haven't had the time to try anything further, though.
I would like to share the following information to all the iMechanica users interested in using TAUCS a library of sparse linear solvers. TAUCS is among the most used libraries of sparse linear solvers and, to my knowledge, its closest equivalent library is SuperLU. For your reference, TAUCS is used in the commercial software Mathematica by Wolfram Research. Its source code can be downloaded from