I managed to do it.
Because in Eigen3 there is no library to link to. What you have to do is to untar the downloaded file and then copy the Eigen
folder into
/Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/include
After that you can create any project and just add the headers of Eigen3
To try it, you can run a the following example given in the "Getting started" guide:
#include <iostream>
#include <Eigen/Dense>
using Eigen::MatrixXd;
int main()
{
MatrixXd m(2,2);
m(0,0) = 3;
m(1,0) = 2.5;
m(0,1) = -1;
m(1,1) = m(1,0) + m(0,1);
std::cout << m << std::endl;
}
That has the following output:
3 -1
2.5 1.5