I have copied FindEigen2.cmake into my source directory. CMake now seems to find Eigen, but complains that it can't fine UMFPACK. I looked for a FindUmfpack.cmake but found nothing. I have suitesparse-devel installed.

Any thoughts?

Thanks,

David

Hm, so I copied FindUmfpack.cmake out of an Eigen3 directory I had and it seemed to find it. Is there no FindUmfpack.cmake that comes with suitesparse-devel or eigen2-devel?

Also, now that CMake found Eigen and UMFPACK, it complains that it can't find Eigen/UmfPackSupport. Is this an Eigen3 thing?

hm... FindEigen2.cmake has nothing to do with umfpack. If cmake complains that it cannot find umfpack, then that's because you explicitely wrote something like:
find_package(UmfPack)

Regarding Eigen/UmfPackSupport, yes it is an Eigen3 feature. You need to add the following include path: EIGEN3_INCLUDE_DIR/unsupported