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

CMakeLists.txt

@@ -155,4 +155,8 @@ message("make debug_qr| Build a test with full debug info. To run it:   test/deb
 message("make blas    | Build BLAS library")
 message("make doc     | Generate the API documentation, requires Doxygen & LaTeX")
 message("-------------+-----------------------------------------------------------------")
+message("")
+message("There's no need to do 'make' unless you really want to build the unit tests!")
+message("")
+
 

INSTALL

@@ -0,0 +1,37 @@
+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.