advice about setting up the eigen library for use with cygwin g++

[LMH]

Hello,

As stated, I am writing a few tools with cygwin g++. These tools will
make use of the eigen library for some linear algebra (PCA and matrix
manipulations). I have never built with a library that was not installed
through the cygwin package manager, so I thought I would ask if there
was anything I needed to be aware of.

Eigen is a header only kind  of thing, so my understanding is that all I
need to do is to unpack the src somewhere add the location to the
include path.

I was thinking of putting Eigen in,

/cygdrive/c/cygwin/lib/eigen/

and using,

g++ -I /cygdrive/c/cygwin/lib/eigen/

Does anyone see any issue with this approach? Will there be a problem
having a non-cygwin directory in cygwin/lib, meaning something the
cygwin install isn't formally aware of? Is there a preferred method for
setting up something like this?

Thanks

LMH

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