How can I make an unordered set of pairs of integers in C++?

There is no standard way of computing a hash on a pair. Add this definition to your file:

struct pair_hash {
    inline std::size_t operator()(const std::pair<int,int> & v) const {
        return v.first*31+v.second;
    }
};

Now you can use it like this:

std::unordered_set< std::pair<int, int>,  pair_hash> u_edge_;

This works, because pair<T1,T2> defines equality. For custom classes that do not provide a way to test equality you may need to provide a separate function to test if two instances are equal to each other.

Of course this solution is limited to a pair of two integers. Here is a link to an answer that helps you define a more general way of making hash for multiple objects.

Your code compiles on VS2010 SP1 (VC10), but it fails to compile with GCC g++ 4.7.2.

However, you may want to consider boost::hash from Boost.Functional to hash a std::pair (with this addition, your code compiles also with g++).

#include <unordered_set>
#include <boost/functional/hash.hpp>

class A
{
private: 
    std::unordered_set< 
        std::pair<int, int>, 
        boost::hash< std::pair<int, int> > 
    > u_edge_;
};

The problem is that std::unordered_set is using std::hash template to compute hashes for its entries and there is no std::hash specialization for pairs. So you will have to do two things:

1. Decide what hash function you want to use.
2. Specialize std::hash for your key type (std::pair<int, int>) using that function.

Here is a simple example:

#include <unordered_set>

namespace std {
template <> struct hash<std::pair<int, int>> {
    inline size_t operator()(const std::pair<int, int> &v) const {
        std::hash<int> int_hasher;
        return int_hasher(v.first) ^ int_hasher(v.second);
    }
};

}

int main()
{
    std::unordered_set< std::pair<int, int> > edge;
}