I use version 4.1.1 of GTSAM. I have version 3.3.4 of Eigen installed.
The error is:
/usr/local/include/gtsam/base/OptionalJacobian.h:22:10: fatal error: Eigen/Dense: No such file or directory
#include <Eigen/Dense>
I tried building GTSAM with the flag -DGTSAM_USE_SYSTEM_EIGEN
set to both on and off.
The same error message appears in both cases.
For reference this is a ROS project built with catkin.