Eigen 3.1.0-alpha1 has been released on December 6, 2011.
This alpha version of the future 3.1 finally brings to live a set of official sparse modules for the representation, assembly, and solving of sparse problems. A quick overview can be found in the manual while the contains some details on the main differences with the unstable 3.0 sparse modules.
This alpha release also features closed-form algorithms for small eigenvalue problems, Cholesky updates/downdates, new coefficient-wise and vector-wise operators, as well as some performance and memory optimizations (for reductions and JacobiSVD respectively).