Eigen/Dense: No such file or directory in VSCode - c++

Question

My main.cpp file
#include <iostream>
#include <vector>
#include <Eigen/Dense>
int main(){
std::vector<int> vec = {5,4,9,1,3,5};
Eigen::MatrixXd my_matrix(2,3);
my_matrix << 4,9,-7,
5,-4,11;
return 0;
}
My c_cpp_properties.json file
{
"configurations": [
{
"name": "windows-gcc-x64",
"includePath": [
"${workspaceFolder}/**",
"D:\\Master Program\\Self-Driving-Cars_Udacity\\Part1\\Module_05_Sensor_Fusion\\eigen-3.4.0\\"
],
"compilerPath": "C:/MinGW/mingw64/bin/gcc.exe",
"cStandard": "${default}",
"cppStandard": "${default}",
"intelliSenseMode": "windows-gcc-x64",
"compilerArgs": [
""
]
}
],
"version": 4
}
My task.json file
{
"tasks": [
{
"type": "cppbuild",
"label": "C/C++: g++.exe build active file",
"command": "C:\\MinGW\\mingw64\\bin\\g++.exe",
"args": [
"-fdiagnostics-color=always",
"-g",
"${file}",
"-o",
"${fileDirname}\\${fileBasenameNoExtension}.exe",
"-I",
"D:\\Master Program\\Self-Driving-Cars_Udacity\\Part1\\Module_05_Sensor_Fusion\\eigen-3.4.0\\"
],
"options": {
"cwd": "${fileDirname}"
},
"problemMatcher": [
"$gcc"
],
"group": {
"kind": "build",
"isDefault": true
},
"detail": "Task generated by Debugger."
}
],
"version": "2.0.0"
}