Trying to squeeze that last drop out, eh? :)

This probably is not as efficient as it gets, but you can always get rid of temp vars by replacing one of your for loops with a map:

foreach my $k (keys %columns) {
  $columns{$k} = [ map { $columns{$k}->[$_] } @si ]
}
[download]

Ok, it looks nicer . . . let's check some benchmarks...

UPDATE!!!
use jmcnamara's solution - it's faster:

Benchmark: timing 30000 iterations of clintp, jeffa, jmcnamara...
 clintp:     5 wallclock secs ( 4.29 usr +  0.10 sys =  4.39 CPU) @ 6833.71/s (n=30000)
 jeffa:      3 wallclock secs ( 3.12 usr +  0.01 sys =  3.13 CPU) @ 9584.66/s (n=30000)
 jmcnamara:  2 wallclock secs ( 2.18 usr +  0.01 sys =  2.19 CPU) @ 13698.63/s (n=30000)

jeffa