The 3.1 version sparse matrix tutorial gives an example of iterating ALL elements over a sparse matrix using outersize and innterIterator methods. However, I just want to iterate over (non zero) elements in a SPECIFIC row (col major) or column (row major). I cannot figure it out from the documentation.

Anyone here know what is the fastest and easiest way to do that?

This cannot be done efficiently. You should find a way to avoid having doing this. For instance, if you have a m x m column major matrix, and n nonzero per column, and want to loop through a given row, then this would be a log_2(n)*m operation!!!

In other words there is no more efficient algorithm than doing:

for(int j=0; j<m; ++j)
mat(i,j);