Today I tried to use Eigen on a OpenVMS system with the HP C & C++ compilers
I had to make some trivial changes to the source code (all marked #iifdef __VMS) to get the mix_eigen_and_c example compile and running.
I also added some OpenVMS-specific makefile (DESCRIP.MMS)
A zip-file containing the patched files for version 3.1.2 can be found at
http://nchrem.tnw.tudelft.nl/openvms/so ... html#EIGEN

Feel free to add the changes to the "official" code.

Jouk