In the latest MSVC in C++17 mode including Eigen causes warnings:

    warning C4996: 'std::unary_negate<_Fn>': warning STL4008: std::not1(),
    std::not2(), std::unary_negate, and std::binary_negate are deprecated in
    C++17. They are superseded by std::not_fn(). You can define
    _SILENCE_CXX17_NEGATORS_DEPRECATION_WARNING or
    _SILENCE_ALL_CXX17_DEPRECATION_WARNINGS to acknowledge that you have
    received this warning.

This disables 4996 for the Eigen includes.

Catch generates a similar warning for std::uncaught_exception, so
disable the warning there, too.

In both cases this is temporary; we can (and should) remove the warnings
disabling once new upstream versions of Eigen and Catch are available
that address the warning. (The Catch one, in particular, looks to be
fixed in upstream master, so will probably be fixed in the next (2.0.2)
release).