Hi Eigen peole,

I'm wondering if is possible to compute only the k-smallest or largest eigenvalues of a self-adjoint, or do I need to compute all the eigenvalues.

For example in Matlab/octave I use the eigs function

Calculate a limited number of eigenvalues and eigenvectors of A, based on a selection criteria. The number eigenvalues and eigenvectors to calculate is given by K whose default value is 6.

I think for example that computing the first eigenvalues with power iteration could be a considerable speed-up.

Is there something similar in Eigen?

no this is not in Eigen yet as this would require to implement a totally different algorithm.