According to the pasted dev-cpp:eigen-2.0.10:20091222-161803.log, if doxygen is not installed, eigen cannot build documentation. eix and emerge -s both assure that doxygen is not installed in this system.
Created attachment 213903 [details] build.log
Thanks for report. Fixed in main tree.
*** Bug 298770 has been marked as a duplicate of this bug. ***
For eigen-2.0.5 this bug does not fixed.