add Eigen as a dependency

cmake/3rdPartyTargets.cmake

@@ -83,6 +83,10 @@ ADD_DEPENDENCIES(cppzmq libzmq)
 ADD_LIBRARY(GSL INTERFACE)
 TARGET_INCLUDE_DIRECTORIES(GSL INTERFACE "${CMAKE_SOURCE_DIR}/external/include")
 
+# define the import target of Eigen
+ADD_LIBRARY(Eigen INTERFACE)
+TARGET_INCLUDE_DIRECTORIES(Eigen INTERFACE "${CMAKE_SOURCE_DIR}/external/include/eigen3")
+
 # define the import target of protobuf
 ADD_LIBRARY(protobuf STATIC IMPORTED)
 IF (MSVC)