Eigen/Core on ROS hydro

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I'm trying to follow this tutorial using ROS hydro medusa:

/laser_pipeline/Tutorials/IntroductionToWorkingWithLaserScannerData

The code won't compile saying that:

/opt/ros/hydro/include/laser_geometry/laser_geometry.h:46:22: fatal error: Eigen/Core: No such file or directory

I could only find a guide for a migration to ROS fuerte, but those instructions didn't work for me. Does anybody know how to fix this?

EDIT to add details: I created a new package with dependences on roscpp, rospy (probably useless) and std_msgs. I'm using ROS hydro medusa. I then created a cpp source containing this code:

#include "ros/ros.h"
#include "tf/transform_listener.h"
#include "sensor_msgs/PointCloud.h"
#include "tf/message_filter.h"
#include "message_filters/subscriber.h"
#include "laser_geometry/laser_geometry.h"

class LaserScanToPointCloud{

public:

  ros::NodeHandle n_;
  laser_geometry::LaserProjection projector_;
  tf::TransformListener listener_;
  message_filters::Subscriber<sensor_msgs::LaserScan> laser_sub_;
  tf::MessageFilter<sensor_msgs::LaserScan> laser_notifier_;
  ros::Publisher scan_pub_;

  LaserScanToPointCloud(ros::NodeHandle n) : 
    n_(n),
    laser_sub_(n_, "base_scan", 10),
    laser_notifier_(laser_sub_,listener_, "base_link", 10)
  {
    laser_notifier_.registerCallback(
      boost::bind(&LaserScanToPointCloud::scanCallback, this, _1));
    laser_notifier_.setTolerance(ros::Duration(0.01));
    scan_pub_ = n_.advertise<sensor_msgs::PointCloud>("/my_cloud",1);
  }

  void scanCallback (const sensor_msgs::LaserScan::ConstPtr& scan_in)
  {
    sensor_msgs::PointCloud cloud;
    try
    {
        projector_.transformLaserScanToPointCloud(
          "base_link",*scan_in, cloud,listener_);
    }
    catch (tf::TransformException& e)
    {
        std::cout << e.what();
        return;
    }

    // Do something with cloud.

    scan_pub_.publish(cloud);

  }
};

int main(int argc, char** argv)
{

  ros::init(argc, argv, "my_scan_to_cloud");
  ros::NodeHandle n;
  LaserScanToPointCloud lstopc(n);

  ros::spin();

  return 0;
}

At this point, I added these two lines at the end of CMakeLists.txt as I always did with sources:

add_executable(laser_scan_to_point_cloud src/laser_scan_to_point_cloud.cpp)
target_link_libraries(laser_scan_to_point_cloud ${catkin_LIBRARIES})

However, I'm getting the error that I told you when I try to compile with catkin_make. I tried to use rosdep, but it says that all the dependencies have been correctly installed. I also tried with an offline roswtf, but it doesn't find anything. Here are the versions:

rosversion -d: hydro

rosversion roscpp: 1.10.2

rosversion laser_geometry: 1.5.15

rosversion std_msgs: 0.5.8

Please let me know if you need other information!