Ensure proper Eigen install

[kentsommer]

As detailed in this bug report http://eigen.tuxfamily.org/bz/show_bug.cgi?id=1100, Eigen will, even when doing a local install, sometimes try to install to somewhere in usr/. This can be (correctly) avoided by turning off the EIGEN_BUILD_PKGCONFIG flag.

This change ensures that Eigen builds and installs correctly as an external project.