diff --git a/unsupported/Eigen/NonLinearOptimization b/unsupported/Eigen/NonLinearOptimization
index 5e64bc585..3cce1e3ae 100644
--- a/unsupported/Eigen/NonLinearOptimization
+++ b/unsupported/Eigen/NonLinearOptimization
@@ -26,6 +26,7 @@
 #define EIGEN_NONLINEAROPTIMIZATION_MODULE
 
 #include <Eigen/Core>
+#include <Eigen/Jacobi>
 #include <unsupported/Eigen/NumericalDiff>
 
 namespace Eigen {