From the Eigen Licensing FAQ
(http://eigen.tuxfamily.org/index.php?title=Licensing_FAQ):

> Eigen is dual-licensed: at your choice, 
> * either under the LGPL, version 3 or later,
> * or under the GPL, version 2 or later.
>
> Note that this is an OR, not an AND.  You do not need to conform to both 
> licenses, you just pick the one that you prefer.

For MADlib, Eigen is licensed under GPL version 2.

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