ENH: Support side='both' in np.searchsorted to return a pair of arrays

[FreddieWitherden]

Proposed new feature or change:

It would be nice if np.searchsorted could have an option to return both the left and right insertion indices. This change would be backwards compatible and roughly functionally equivalent to:

def searchsorted(a, v, side='left', sorter=None):
    if side == 'both':
        l = np.searchsorted(a, v, side='left', sorter=sorter)
        r = np.searchsorted(a, v, side='right', sorter=sorter)
        return l, r
    else:
        return np.searchsorted(a, v, side=side, sorter=sorter)

But, naturally, implemented so as to take advantage of the fact that the left and right indices are likely to be close, thus enabling some redundant searching to be avoided.

A use case for this is when you want to replace ranges of values in an array. From a real piece of code:

ls = np.searchsorted(con, mfrom, side='left')
le = np.searchsorted(con, mfrom, side='right')
for s, e, t in zip(ls, le, mto):
    con[s:e] = t

where there are a pair of calls to np.searchsorted which is then iterated over to yield ranges. This would be simplified under the new proposal to a single such call.