source/iterator/matrix2fiterator.cpp:39: error: insufficient contextual information to determine type
source/iterator/matrix2fiterator.cpp:40: error: insufficient contextual information to determine type
source/iterator/matrix2fiterator.cpp:41: error: too many initializers for 'PyTypeObject'
On GCC 4.5, apparently every template function in PyEigen results in an undefined reference, even though the implementations are (or at least should be, as MSVC finds them) included in the object files. Frankly I don't have the faintest idea why this is happening. I even completely restructured the code to try if the (admittedly confusing) header relationships were to blame for the errors, but nothing changed.
If someone wants to help (pretty please) and try to figure out what's wrong, you can grab the code here: http://code.launchpad.net/~knarkles/pyeigen/trunk. You need the Python headers and Eigen 2 to compile; feel free to ask me for help on getting a build setup up an running.