* add Regression module, from eigen1, improved, with doc and unit-test.

* fix .normalized() so that Random().normalized() works; since the return
type became complicated to write down i just let it return an actual
vector, perhaps not optimal.
* add Sparse/CMakeLists.txt. I suppose that it was intentional that it
didn't have CMakeLists, but in <=2.0 releases I'll just manually remove
Sparse.

Eigen/Regression

@@ -0,0 +1,20 @@
+#ifndef EIGEN_REGRESSION_MODULE_H
+#define EIGEN_REGRESSION_MODULE_H
+
+#include "LU"
+
+namespace Eigen {
+
+/** \defgroup Regression_Module Regression module
+  * This module provides linear regression and related features.
+  *
+  * \code
+  * #include <Eigen/Regression>
+  * \endcode
+  */
+
+#include "src/Regression/Regression.h"
+
+} // namespace Eigen
+
+#endif // EIGEN_REGRESSION_MODULE_H