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Looking at ros/rosdistro/rosdep/base.yaml, the eigen key maps to Eigen 3 (here), eigen2 maps to Eigen 2 (here) and the eigen3 mapping (here) is a bit ambiguous and incomplete (perhaps @tfoote can explain that one).

If you don't need v2, you should just depend on eigen, otherwise on eigen2.

Note btw that (at least in Indigo and Jade) in addition to build_depending on eigen, you should also add a build_depend on cmake_modules to be able to use find_package(Eigen3 ..), as that package provides the find script for it.