Requested feature:

Suppose we have an array of indices which correspond to indices in a numerical array (gather type operation).  It would be cool if I could write:

Eigen::ArrayXi values_i_want;
// Indices values_i_want (e.g. 0, 2, 3)

Eigen::VectorXd all_my_values;
// Values of global vector (0.0, 1.1, 2.2, 3.3, 4.4, ...)

Eigen::VectorXd values_i_have = all_my_values(values_i_want);
// values_i_have (0.0, 2.2, 3.3)

I think Matlab does something similar.

Would this be possible?  It could take advantage of some newer SIMD gather instructions on newer Intel CPUs if they are any good (I haven't tried them yet though).