MainWindow.xaml

<Window Height="400" 
		mc:Ignorable="d" 
		Width="600" 
		x:Class="WpfApplication2.MainWindow" 
		xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation" 
		xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
		xmlns:dxe="http://schemas.devexpress.com/winfx/2008/xaml/editors" 
		xmlns:dxg="http://schemas.devexpress.com/winfx/2008/xaml/grid" 
		xmlns:local="clr-namespace:WpfApplication2" 
		xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
		xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml">

	<Window.Resources>
		<local:CollectionToIsCheckedConverter x:Key="isCheckedConverter" />
		<local:CollectionToIsThreeStateConverter x:Key="isThreeStateConverter" />
	</Window.Resources>

	<Grid>
		<Grid.RowDefinitions>
			<RowDefinition Height="Auto" />
			<RowDefinition />
		</Grid.RowDefinitions>
		
		<Grid>
			<Grid.ColumnDefinitions>
				<ColumnDefinition />
				<ColumnDefinition />
			</Grid.ColumnDefinitions>
		
			<Button Click="BtnInvert_Click" Content="Invert selection" />
			<Button Grid.Column="1" Click="BtnGetSelected_Click" Content="Get selection" />

		</Grid>

		<dxg:GridControl Grid.Row="1" Name="grid" ItemsSource="{Binding List}" CustomUnboundColumnData="grid_CustomUnboundColumnData">
			<dxg:GridControl.Columns>
				<dxg:GridColumn FieldName="Id" />
				<dxg:GridColumn FieldName="Number" />
				<dxg:GridColumn FieldName="Selected" UnboundType="Boolean" AllowSorting="False">
					<dxg:GridColumn.HeaderTemplate>
						<DataTemplate>
							<StackPanel Orientation="Horizontal">
								<dxe:CheckEdit Margin="0,0,4,0" EditValueChanged="CheckEdit_EditValueChanged" >
									<dxe:CheckEdit.IsThreeState>
										<MultiBinding Mode="OneWay" Converter="{StaticResource isThreeStateConverter}">
											<Binding Path="DataContext.SelectedValues" RelativeSource="{RelativeSource AncestorType=dxg:GridControl}" />
											<Binding Path="DataContext" RelativeSource="{RelativeSource AncestorType=dxg:GridControl}" />
										</MultiBinding>
									</dxe:CheckEdit.IsThreeState>
									
									<dxe:CheckEdit.IsChecked>
										<MultiBinding Mode="OneWay" Converter="{StaticResource isCheckedConverter}">
											<Binding Path="DataContext.SelectedValues" RelativeSource="{RelativeSource AncestorType=dxg:GridControl}" />
											<Binding Path="DataContext" RelativeSource="{RelativeSource AncestorType=dxg:GridControl}" />
										</MultiBinding>
									</dxe:CheckEdit.IsChecked>
								</dxe:CheckEdit>
								<TextBlock Text="{Binding}" VerticalAlignment="Center" />
							</StackPanel>
						</DataTemplate>
					</dxg:GridColumn.HeaderTemplate>
				</dxg:GridColumn>
			</dxg:GridControl.Columns>

			<dxg:GridControl.View>
				<dxg:TableView x:Name="view" AutoWidth="True" CellValueChanging="view_CellValueChanging" />
			</dxg:GridControl.View>
		</dxg:GridControl>
	</Grid>
</Window>