Yes, I'd like to have it in Eigen too. The reason I haven't sent it in is that it's really basic at the moment and hasn't had much testing. I was planning on using it for 2-view bundle adjustment. Also, there is some debate about how to best structure the API.
I'll probably send it along in a couple of weeks. In the meantime, you can watch it evolve in libmv in src/libmv/numeric/levenberg_marquardt.h and function_derivative.h
On an aside: would you guys be interested in an automatic-differentiation module? Something like that would be really useful for me (vision is mostly optimization). See
http://homepage.mac.com/sigfpe/paper.pdf
Keir