Yes, of course. It's mentioned in the paper.. The dual approach is faster (one multiplication fewer per op) and exact (doesn't rely on +h). The only place where the complex-step might be better is when a) your function is real, and b) you dont need much accuracy, and c) you have BLAS's complex-complex matrix operations that are faster than Eigen's optimization of the dual-valued matrix ops.
There is/was some performance problem with Eigen's optimization of mat-mult of complex-valued matrices (and by extension, my dual-valued Eiegn matrices). The real-valued operations are/were very close to OpenBLAS on my machines, but the complex valued ops are quite a bit slower. I mentioned it on the Eigen chat room once, but I didn't have time to track it down and come up with a proper bug-report. (sorry, it will happen some day.. in case it hasn't already been fixed.)