Eigen3 fails to install with cmake : RegexUtils not found - eigen3

Question

I try to install eigen3.3.7 with cmake on ubuntu 16 but cmake fails.
I follow the INSTALL file hints :
1) I extract the tar archive
2) Make a "build" dir named buildDir
3) Go to build dir : cd buildDir
4) Start cmake : cmake ../Eigen
Then the cmake process ends up with the error :
CMake Error at CMakeLists.txt:1 (include):
include could not find load file:
RegexUtils
CMake Error at CMakeLists.txt:2 (test_escape_string_as_regex):
Unknown CMake command "test_escape_string_as_regex".
May I ask you some hints please ?
Regards
Sylvain
I followed the advices of chtz, but it still fails, see below the console output :
syl#spica:~/tmp/eigen/eigen-eigen-323c052e1731$ cat INSTALL
Installation instructions for Eigen
***********************************
Method 2. Installing using CMake
********************************
Let's call this directory 'source_dir' (where this INSTALL file is).
Before starting, create another directory which we will call 'build_dir'.
Do:
cd build_dir
cmake source_dir
make install
syl#spica:~/tmp/eigen/eigen-eigen-323c052e1731$ mkdir build && cd build
syl#spica:~/tmp/eigen/eigen-eigen-323c052e1731/build$ cmake ../
CMake Error at CMakeLists.txt:1 (include):
include could not find load file:
RegexUtils
CMake Error at CMakeLists.txt:2 (test_escape_string_as_regex):
Unknown CMake command "test_escape_string_as_regex".
CMake Warning (dev) in CMakeLists.txt:
No cmake_minimum_required command is present. A line of code such as
cmake_minimum_required(VERSION 3.5)
should be added at the top of the file. The version specified may be lower
if you wish to support older CMake versions for this project. For more
information run "cmake --help-policy CMP0000".
This warning is for project developers. Use -Wno-dev to suppress it.
-- Configuring incomplete, errors occurred!
See also "/home/syl/tmp/eigen/eigen-eigen-323c052e1731/CMakeFiles/CMakeOutput.log".
syl#spica:~/tmp/eigen/eigen-eigen-323c052e1731/build$ vim ../CMakeFiles/CMakeOutput.log
Thanks for helping.

Answer 1

This sequence of commands seems to work properly after downloading (in my case the currently latest version eigen-3.3.7):
bunzip2 eigen-3.3.7.tar.bz2
tar -xvf eigen-3.3.7.tar
cd eigen-3.3.7/
mkdir build
cd build
cmake ../.
sudo make install