That interests me less than the effect of throwing in the following:

sub multiplex {
    my @my_array;
    foreach my $entry (@array) {
        open my $fh => ">", $entry->[0].".mu" or die "open: $!";
        push @my_array, [$fh, $entry->[1]];
    }
    open my $fh => $file or die "open: $!";

    while (<$fh>) {
        foreach my $entry (@my_array) {
            print {$entry->[0]} $_ if /$entry->[1]/;
        }
    }

    foreach my $entry (@my_array) {
        close($entry->[0]) or die "close: $!";
    }
}
[download]

After a couple of runs, it seems that the following is about what you get with multiple open filehandles that you juggle:

          s/iter multiplex       one
multiplex   1.65        --      -87%
one        0.209      690%        --
[download]

which shows that not opening/closing multiple filehandles is a win, but it is much slower than repeated passes, and I have to wonder why. (One thing that I am wondering is how much caching files at the OS level could make a difference.)

For the record, my trial was done on Debian with Perl 5.8.1.