I don't know of a direct set intersection operator on the values of a pdl. For your example, you can use conditionals to effect the same result:

use PDL;

my $arr = pdl 10..20;;
print $arr, "\n";

my $idx = which( $arr>14 & $arr<19 );
print $idx, "\n";

my $subset = $arr->index( $idx);
print $subset, "\n";
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prints

[10 11 12 13 14 15 16 17 18 19 20]
[5 6 7 8]
[15 16 17 18]
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If you need real set intersection and not just subranges, converting to hashes may be the easiest apporach.