Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/doc/snippets/Matrix_setIdentity_int_int.cpp b/doc/snippets/Matrix_setIdentity_int_int.cpp
new file mode 100644
index 0000000..a659671
--- /dev/null
+++ b/doc/snippets/Matrix_setIdentity_int_int.cpp
@@ -0,0 +1,3 @@
+MatrixXf m;
+m.setIdentity(3, 3);
+cout << m << endl;