#include <Eigen\Dense>
#include <vector>

#include <Windows.h>

#include <iostream>
#include <time.h>
#include <stdio.h>

using namespace Eigen;

static void computeDistances(Ref<MatrixXf> out, const std::vector<Eigen::Vector4f> & points) {

	auto np = points.size();
	for (int i = 0; i < np; ++i) {
		for (int j = 0; j < np; ++j) {
			out(i, j) = (points[j] - points[i]).squaredNorm();
		}
	}
}

static void performTest(int np, int nTrials) {

	// Create a sample set of points
	std::vector<Eigen::Vector4f> points;
	points.reserve(np);	
	for (int i = 0; i < np; ++i) {
		float iFloat = (float)i;
		Vector4f point(0.0 + iFloat, 1.0 + iFloat, 2.0 + iFloat, 3.0 + iFloat);
		points.push_back(point);
	}

	MatrixXf result(np, np);

	clock_t begin = clock();

	for (int i = 0; i < nTrials; ++i) {
	     // Compute the (squared) distances between all the couples of points.
	     computeDistances(result, points);
	}

	clock_t end = clock();

	double elapsed_secs = double(end - begin) / CLOCKS_PER_SEC;

	std::cout << "nTrials\t" << nTrials << "\tnPoints\t" << np << "\ttime\t" << elapsed_secs << "\r\n";
}

int main(int ac, char* av[])
{
	performTest(1000, 200);
	getchar();
}

Assembly obtained with Eigen 3.2.10:
00007FF6D64F12F0  add         rcx,rcx  
00007FF6D64F12F3  vmovups     xmm1,xmmword ptr [rbx+rcx*8]  
00007FF6D64F12F8  vsubps      xmm1,xmm1,xmmword ptr [rbx+rax*8]  
00007FF6D64F12FD  vmulps      xmm3,xmm1,xmm1  
00007FF6D64F1301  vmovhlps    xmm1,xmm3,xmm3  
00007FF6D64F1305  vaddps      xmm3,xmm1,xmm3  
00007FF6D64F1309  vshufps     xmm0,xmm3,xmm3,1  
00007FF6D64F130E  vaddss      xmm2,xmm3,xmm0  
00007FF6D64F1312  vmovss      dword ptr [r10],xmm2  
00007FF6D64F1317  inc         r9d  
00007FF6D64F131A  lea         r10,[r10+0FA0h]  
00007FF6D64F1321  movsxd      rcx,r9d  
00007FF6D64F1324  cmp         rcx,r11  
00007FF6D64F1327  jb          performTest+170h (07FF6D64F12F0h) 

Assembly obtained with Eigen 3.3.1:
00007FF6D13812E0  shl         rcx,4  
00007FF6D13812E4  add         rcx,rbx  
00007FF6D13812E7  mov         qword ptr [rbp-79h],rcx  
00007FF6D13812EB  mov         qword ptr [rbp-71h],rax  
00007FF6D13812EF  vmovups     ymm0,ymmword ptr [rsp+28h]  
00007FF6D13812F5  vmovups     ymmword ptr [rbp-59h],ymm0  
00007FF6D13812FA  vmovups     xmm0,xmmword ptr [rcx]  
00007FF6D13812FE  vsubps      xmm1,xmm0,xmmword ptr [rax]  
00007FF6D1381302  vmulps      xmm3,xmm1,xmm1  
00007FF6D1381306  vhaddps     xmm1,xmm3,xmm3  
00007FF6D138130A  vhaddps     xmm3,xmm1,xmm1  
00007FF6D138130E  vmovss      dword ptr [r9],xmm3  
00007FF6D1381313  inc         r8d  
00007FF6D1381316  lea         r9,[r9+0FA0h]  
00007FF6D138131D  movsxd      rcx,r8d  
00007FF6D1381320  cmp         rcx,r11  
00007FF6D1381323  jb          performTest+150h (07FF6D13812E0h)