The Eigen homepage indicates Eigen compiler support for gcc version 4.4 and newer.

I would like to use Eigen; however, my target computer will be running VxWorks with only gcc 4.3.3. support. Has anyone run Eigen with gcc 4.3.3 C++98?

Sorry for late reply, this simplest way is to try compiling Eigen's unit test with that compiler and see the result for yourself. In case the 3.3.3 release don't work, then you might fallback to the latest 3.2 release, that one should really work with gcc 4.3.