Currently calling .inverse() on a triangular matrix. How do I speed the inverse up using Eigen TriangularView? Thanks.

To solver Ax=b, with A triangular do:

x = A.triangularView<Lower>().solve(b);

I am interested in the inverse itself of A.traingularView<Lower> rather than a solve()

You can call solve on the identity matrix, but be sure that you really need the inverse explicitly as computing it is much more expensive than applying it and also prone to numerical issues.