Eigen 3.1 has been released on June 24, 2012.
Since Eigen 3.0, this new version brings to live a set of officially supported sparse modules for the representation, assembly, and solving of sparse problems. This includes many built-in (Cholesky, CG, BiCGSTAB, ILU), and third-party (PaStiX, Cholmod, UmfPack, SuperLU, Pardiso) sparse linear solvers.
The second main novelty is the possibility to seamlessly fallback to Intel MKL for a couple of operations including matrix products (BLAS L2/L3), dense matrix decompositions (LAPACKE), and math array operations (via the Intel VML). These completely '''optional''' backends can be enabled through some compile-time preprocessor directives as explained in the respective manual page. Recall that Intel MKL is '''proprietary''' software (see this notice).
Finally, this release includes a couple of new coefficient and vector-wise operations, rank update/downdate for LLT and LDLT factorizations, closed form eigen-decompositions, as well as some memory and performance optimizations.