The project needs to unpack the Eigen archive and set the include directories for the target accordingly:

1. Let us first declare a C++11 project:

cmake_minimum_required(VERSION 3.5 FATAL_ERROR)

project(recipe-01 LANGUAGES CXX)

set(CMAKE_CXX_STANDARD 11)
set(CMAKE_CXX_EXTENSIONS OFF)
set(CMAKE_CXX_STANDARD_REQUIRED ON)

2. We add a custom target to our build system. The custom target will extract the archive inside the build directory:

add_custom_target(unpack-eigen
  ALL
  COMMAND
    ${CMAKE_COMMAND} -E tar xzf ${CMAKE_CURRENT_SOURCE_DIR}/eigen-eigen-5a0156e40feb.tar.gz
  COMMAND
    ${CMAKE_COMMAND} -E rename eigen-eigen-5a0156e40feb eigen-3.3.4
  WORKING_DIRECTORY
    ${CMAKE_CURRENT_BINARY_DIR}
  COMMENT
    "Unpacking Eigen3 in ${CMAKE_CURRENT_BINARY_DIR}/eigen-3.3.4"
  )

3. We add an executable target for our source file:

add_executable(linear-algebra linear-algebra.cpp)

4. Since the compilation of our source file depends on the Eigen header files, we need to explicitly specify the dependency of the executable target on the custom target:

add_dependencies(linear-algebra unpack-eigen)

5. Finally, we can specify which include directories we need to compile our source file:

target_include_directories(linear-algebra
  PRIVATE
    ${CMAKE_CURRENT_BINARY_DIR}/eigen-3.3.4
  )