add INSTALL and message about no need to do "make"

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+Installation instructions for Eigen
+***********************************
+
+Explanation before starting
+***************************
+
+It is very important to understand than Eigen consists only of header files,
+hence there is nothing to compile before you can use it. Moreover, these
+header files do not depend on your platform, they are the same for
+everybody.
+
+
+Method 1. Installing without using CMake
+****************************************
+
+You can use right away the headers in the Eigen/ subdirectory. In order
+to install, just copy this Eigen/ subdirectory to your favorite location.
+If you also want the unsupported features, also copy the unsupported/
+subdirectory.
+
+Method 2. Installing using CMake
+********************************
+
+Let's call this directory 'source_dir'. Before starting, create another
+directory which we will call 'build_dir'.
+
+Do:
+
+  cd build_dir
+  cmake source_dir
+  make install
+
+The "make install" step may require administrator privileges.
+
+You can adjust the installation destination (the "prefix")
+by passing the -DCMAKE_INSTALL_PREFIX=myprefix option to cmake, as is
+explained in the message that cmake prints at the end.