Eigen is primarily MPL2 licensed. See COPYING.MPL2 and these links:
  http://www.mozilla.org/MPL/2.0/
  http://www.mozilla.org/MPL/2.0/FAQ.html

Some files contain third-party code under BSD, LGPL, Apache, or other
MPL2-compatible licenses, hence the other COPYING.* files here.

Note that some optional external dependencies (e.g. FFTW, MPFR C++)
are distributed under different licenses, including the GPL. Refer to
the individual source files and their respective COPYING files for
details.