Current Eigen Version 3.1.1 (05.Oct.2012)
To update the lib:
- download Eigen
- unzip it somewhere
- delete (in the filesystem) the content of the folder eigenlib/Eigen and eigenlib/unsupported
- copy the two folders 'Eigen' and 'unsupported' here 
- check the svn status, svn-add the new files and svn-remove the missing ones.
- update this file
- commit everything