Patch by Ben Schleimer: provide CMakeLists to install GMM to

$INCLUDE_INSTALL_DIR/gmm

I checked, no other free-software project with name "gmm" seems to exist.

Question: how will Eigen include GMM ?
Will we do #include<gmm/gmm_something.h> ?
Then we need to add eigen/ to the include dirs when compiling the eigen tests and examples.