Hi,
I found something strange.

When I declare a variable as follows I get INVALID_MATRIX_TEMPLATE_PARAMETERS error.

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Eigen::Array<double, DIM, Dynamic, ColMajor, DIM, 5> p;

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It seems that it is due to the following EIGEN_STATIC_ASSERT (when DIM = 1)

(In PlainObjectBase.h)
EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, (Options&RowMajor)==RowMajor), ...

When I set RowMajot instead of ColMajor, it is fine.
Also when DIM > 1, it is ok.

I do not understand whether this assert statement is really required.

You are creating a 1 x N vector, that is a row vector, and so, to prevent ambiguities and to create multiple equivalent types, we request that a row-vector is column major. You can use DIM==1?RowMajor?ColMajor for the option parameter.

Thanks.