A request was open in github to add a `merge` function to numpy that would merge two sorted 1d arrays into a single sorted 1d array. I have been playing around with that idea for a while, and have a branch in my numpy fork that adds a `mergesorted` function to `numpy.lib`:

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I drew inspiration from C++ STL algorithms, and merged into a single function what merge, set_union, set_intersection, set_difference and set_symmetric_difference do there.

My first thought when implementing this was to not make it a public function, but use it under the hood to speed-up some of the functions of `arraysetops.py`, which are now merging two already sorted functions by doing `np.sort(np.concatenate((a, b)))`. I would need to revisit my testing, but the speed-ups weren't that great.

One other thing I saw value in for some of the `arraysetops.py` functions, but couldn't fully figure out, was in providing extra output aside from the merged arrays, either in the form of indices, or of boolean masks, indicating which items of the original arrays made it into the merged one, and/or where did they end up in it.

Since there is at least one other person out there that likes it, is there any more interest in such a function? If yes, any comments on what the proper interface for extra output should be? Although perhaps the best is to leave that out for starters and see what use people make of it, if any.

Jaime

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