Hi everybody!
I'm a Physics student and I often use Eigen when I need to diagonalize stuff..
Since I frequently need to handle huge matrices, I was wondering if there where a trick to output on the shell some kind of 'Progress bar', in order to intuitively understand how much time I have to let the computer work.

We"re not going to add such mechanism inside Eigen, sorry. But maybe there are tricks to make this process faster. How big are your matrices? Are they symmetric?

It depends, they can reach ranks of some thousands sometimes.. When they are symmetric I do use the SelfAdjointEigenSolver method, but in some cases I do not have symmetric matrices..

I saw some sparse matrix method, but I didn't find any diagonalization method (I know that there exist someone in literature) or I didn't understand it..

Are you interested in all eigenvalues or only a few? In the later case, and if your matrices are sparse, you might use ARPACK through the wrapper in unsupported/Eigen/ArpackSupport

Unfortunately I'm interested in both: all eigenvalues and eigenvectors..