PERF: IntervalIndex.intersection

[jbrockmendel]

• closes PERF: regression in IntervalIndex intersection #42240
• tests added / passed
• Ensure all linting tests pass, see here for how to run them
• whatsnew entry

import pandas as pd
import numpy as np

N = 10 ** 5
left = pd.IntervalIndex.from_breaks(np.arange(N))
right = pd.IntervalIndex.from_breaks(np.arange(N - 3, 2 * N - 3))

%timeit left.intersection(right)
146 ms ± 1.82 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)  # <- master
5.6 ms ± 277 µs per loop (mean ± std. dev. of 7 runs, 1 loop each)  # <- PR

We're also going to get a nice bump in join_monotonic/_inner_indexer, but not big enough to warrant not-special-casing IntervalIndex's intersection.

[lumberbot-app]

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

$ git checkout 1.3.x
$ git pull

2. Cherry pick the first parent branch of the this PR on top of the older branch:

$ git cherry-pick -m1 569a615a89fada930cef8de588958bd5b477232c

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

$ git commit -am 'Backport PR #42268: PERF: IntervalIndex.intersection'

4. Push to a named branch :

git push YOURFORK 1.3.x:auto-backport-of-pr-42268-on-1.3.x

5. Create a PR against branch 1.3.x, I would have named this PR:

"Backport PR #42268 on branch 1.3.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to suggest an improvement.

[jreback]

@meeseeksdev backport 1.3.x

[jreback]

@jbrockmendel this failed to backport if you can do manual

cc @simonjayhawkins