To install dependencies in Ubuntu:
sudo apt-get install python-numpy python-scipy libeigen3-dev
The following should work:
python setup.py install
A C++ compiler is required. On Windows, you might need to specify the compiler. For example:
python setup.py install --compiler=mingw32
If you have mingw installed.
Because the standard library used with OS X doesn't include the C++11 libraries by default, you will need to specify
it in setup.py:
extra_compile_args=['-std=c++0x', '-stdlib=libc++'],
is what the final line should look like.