The fastest algorithm for intersection of two sorted lists?

Say that there are two sorted lists: A and B.

The number of entries in A and B can vary. (They can be very small/huge. They can be similar to each other/significantly different).

What is the known to be the fastest algorithm for this functionality?

Can any one give me an idea or reference?

• "Fastest" how, on which machine? What kind of list implementation do we have? What have you tried and where did you get stuck? – Raphael Nov 10 '16 at 17:13

Hwang and Lin's Algorithm (A simple algorithm for merging two disjoint linearly-ordered sets (1972) by F. K. Hwang , S. Lin) is the reference on how to merge (or intersect) ordered lists of unequal sizes with (possibly) fewer comparisons. It works by calculating a stride from the ratio m/n and doing the comparison against that element in the larger list; for instance if m/n = 4 it will compare the fourth element of the larger list against the first of the other, and either eliminate all 4 elements or do a binary search within them for the correct insertion/intersection point.

It neatly covers the continuum from merging equal-sized lists with the usual algorithm to merging a list of one element into a list of n with a single binary search.

Hint: You can implement an algorithm similar to merge sort in order to find the instersection. It takes $O(n)$ time.