What's going on?

3.0.6 is a fresh so called revision or patchlevel of the old 3.0-fork.
3.1.0 is an intial revision (hence ".0") of the new 3.1-fork.

If you are using an external library (as e.g. eigen) it is often preferable to not change to much but fix bugs.
So one could want to continue using the "3.0"-fork of eigen, avoiding to adapt any (even minor) changes but have the newest bugfixes.

Translated from "http://de.wikipedia.org/wiki/Versionsnummer":
A classic version number is often as follows:
First: "Major release" (here currently "3") indexes mostly very significant change in the program -
for example when the program was completely rewritten or there is an incompatible change in data-formats or API.
Second: "Minor release" (here currently "0" or "1") usually referred to as a functional extension of the program.
Third: "revision Number" or "patchlevel" contains mostly bug fixes.

It says in the change log of 3.0.6:

Bug 466 - fix a possible race condition in OpenMP environment (for non OpenMP thread model it is recommended to upgrade to 3.1)

does it mean that if I use OpenMP, I should stay at 3.0.6??

it means the opposite! Have a look at this page:

http://eigen.tuxfamily.org/dox-devel/To ... ading.html

I see in the link only general comments regarding parallelism.
From the sentence if using OpenMP model means using OpenMP, then again I infer the implication above. But thanks for the clarification.

Oh sorry, right if you are using OpenMP then you are fine with both.