Since explicit vectorization for ARM NEON is supported out of the box in recent versions of Eigen, I assume you don't need to do anything at all. The installation section of the manual says:
To use Eigen, you just need to download and extract the Eigen source code (see the wiki for instructions). In fact, the header files in the Eigen subdirectory are the only files needed to compile programs using Eigen. Header files are the same for all platforms. There is no need to use CMake or install anything.
Summary: This is a library with a full title. No compilation is required.
Assuming you have the right toolchain, you should be good to go. If you use one of the supported compilers (gcc, I suppose), it should automatically determine which optimizations to compile (edit: assuming the correct compiler flags, for example, NEON).
As for how to compile material for the iPhone, well, on this subject I forget: D
source share