PERF: speed up IntervalIndex._intersection_non_unique by ~50x (#27489)

Author: qwhelan

pandas/core/indexes/interval.py

@@ -1250,15 +1250,9 @@ def _intersection_non_unique(self, other: "IntervalIndex") -> "IntervalIndex":
  first_nan_loc = np.arange(len(self))[self.isna()][0]
  mask[first_nan_loc] = True
 
- lmiss = other.left.get_indexer_non_unique(self.left)[1]
- lmatch = np.setdiff1d(np.arange(len(self)), lmiss)
-
- for i in lmatch:
- potential = other.left.get_loc(self.left[i])
- if is_scalar(potential):
- if self.right[i] == other.right[potential]:
- mask[i] = True
- elif self.right[i] in other.right[potential]:
+ other_tups = set(zip(other.left, other.right))
+ for i, tup in enumerate(zip(self.left, self.right)):
+ if tup in other_tups:
  mask[i] = True
 
  return self[mask]