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 or LGPL licenses, whence the other
COPYING.* files here.

All the LGPL code is either LGPL 2.1-only, or LGPL 2.1-or-later.
For this reason, the COPYING.LGPL file contains the LGPL 2.1 text.

If you want to guarantee that the Eigen code that you are #including is licensed
under the MPL2 and possibly more permissive licenses (like BSD), #define this
preprocessor symbol:
  EIGEN_MPL2_ONLY
For example, with most compilers, you could add this to your project CXXFLAGS:
  -DEIGEN_MPL2_ONLY
This will cause a compilation error to be generated if you #include any code that is
LGPL licensed.

Eigen 3.2.2
-----------

Eigen is a C++ template library for linear algebra: matrices, vectors,
numerical solvers, and related algorithms.

Website: http://eigen.tuxfamily.org/

v3.2.2. Released on August 4, 2014. This is a copy of the source
distribution from http://bitbucket.org/eigen/eigen/get/3.2.2.tar.bz2.

Non MPL2 license code is disabled. Trying to include such files will
lead to an error. See ./Eigen/src/Core/util/NonMPL2.h for details.