Add script to install eigen in CI

.gitlab/ci/eigen.cmake

+cmake_minimum_required(VERSION 3.12)
+
+set(FILE_NAME "eigen-src")
+set(EIGEN_URL "https://gitlab.com/libeigen/eigen/-/archive/3.3.9/")
+set(EIGEN_TARBALL "eigen-3.3.9.tar")
+set(EIGEN_MD5 "2543791ab461dd263816e9f8e8fec508")
+
+file(DOWNLOAD
+    "${EIGEN_URL}${EIGEN_TARBALL}"
+    ".gitlab/${EIGEN_TARBALL}"
+    STATUS eigen_download_status
+    EXPECTED_MD5 ${EIGEN_MD5}
+    )
+
+list(GET eigen_download_status 0 res)
+if (res)
+    list(GET download_status 1 err)
+    message(FATAL_ERROR
+    "Failed to download ${EIGEN_TARBALL} from ${EIGEN_URL}: ${err}")
+endif ()
+
+
+execute_process(
+    COMMAND
+        "${CMAKE_COMMAND}"
+        -E tar
+        xvzf "./.gitlab/${EIGEN_TARBALL}"
+    RESULT_VARIABLE res
+    ERROR_VARIABLE err
+    ERROR_STRIP_TRAILING_WHITESPACE
+    )
+
+if (res)
+    message(FATAL_ERROR
+        "Failed to extract ${FILE_NAME}: ${err}")
+endif ()
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