Is there any method to know which pages, links from sitemap are not indexed by google.
For example, in webmaster tools it says 3200 links submited and 3125 indexed.
I'm interesed to know which of sitemap links are not indexed, or which are indexed, if there is such method.

At base of google, we couldn't do anything for page indexed.

You can check which pages are indexed by google by a simple command site:sitename.com

The links which we not submitted in sitemap as well as broken links are not get indexed on search engines.