Eigen 3.4 以降でMatrixの行/列をイテレータでアクセスできるみたいです. これでコンテナに格納されたVector3dをMatrixXdにまとめたり、その逆が簡単に書けるようになります．

sample.cpp

# include <Eigen/Dense>
# include <iostream>
# include <algorithm>
# include <vector>
int main() {
        Eigen::MatrixXd M = Eigen::MatrixXd::Random(3, 12);
        std::cerr<<M<<std::endl<<std::endl;
        std::vector<Eigen::Vector3d> vecs;
        std::copy(M.colwise().begin(), M.colwise().end(), std::back_inserter(vecs));
        for(auto v : vecs) {
                std::cout<<v.transpose()<<std::endl;
        }
        return 0;
}

出力

 -0.999984 -0.0826997  -0.905911   0.869386   0.661931  0.0594004  -0.233169   0.373545   0.692334   0.307838   0.820642  -0.905071
 -0.736924  0.0655345   0.357729  -0.232996  -0.930856   0.342299  -0.866316   0.177953  0.0538576  -0.168001   0.524396   0.472164
  0.511211  -0.562082   0.358593  0.0388327  -0.893077  -0.984604  -0.165028   0.860873   -0.81607   0.402381  -0.475094  -0.343532

-0.999984 -0.736924  0.511211
-0.0826997  0.0655345  -0.562082
-0.905911  0.357729  0.358593
 0.869386 -0.232996 0.0388327
 0.661931 -0.930856 -0.893077
0.0594004  0.342299 -0.984604
-0.233169 -0.866316 -0.165028
0.373545 0.177953 0.860873
 0.692334 0.0538576  -0.81607
 0.307838 -0.168001  0.402381
 0.820642  0.524396 -0.475094
-0.905071  0.472164 -0.343532