Prosecutors alleged Mr Madsen either cut Ms Wall's throat or strangled her, describing the case as "very unusual and extremely gross".
However, he has admitted cutting up her body and dumping it into the sea.
A Danish salvage ship uses a crane to lift the Nautilus UC3 out of the sea for investigation. AP
As to the exact cause of death, Mr Madsen told police she had died when a heavy hatch on the submarine fell on her head. The inventor originally claimed he had dropped Wall off on land on the night of August 10, according to a police statement.
He is charged with murder as well as indecent handling of a corpse for disposing of Ms Wall's body. However, he later admitted throwing her body parts into the sea.
Danish investigators search the waters around Copenhagen for more evidence, including parts of Wall's body.
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Wall, who was working on a story about Madsen, was last seen aboard the vessel as it left Copenhagen.
His homemade submarine Nautilus, launched in 2008, was the biggest private sub ever made when he built it with help from a group of volunteers.
The trial has been set for March 8 and a verdict is expected on April 25.
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He then went on to change his version of events several times.
During their investigation, police found videos on Mr Madsen's personal computer of women being tortured, murdered and decapitated.
Wall grew up in southern Sweden, across a strait from Copenhagen. Tuesday's statement also revealed that they have asked the court for permission to confiscate and destroy it.
Expect a clear and cold Tuesday morning
Things make a hard turn for Tuesday with another surge of cold air coming, but snow potential continues to be the main story. The cold blast will be about as bad as what we saw to begin the year, with temperatures in the low teens on Wednesday .