Need help with a Design and Analysis of Algorithms question:

Write an O(n lg m) algorithm that computes the union A U B of an m-element set A and an n-element set B, where m <= n. The sets A and B contain real numbers and are represented as arrays. (The arrays are not necessarily sorted, and there are no duplicates in either array.) The output is an array that represents the union. (The output array is not neecessarily sorted, and it contains no duplicates.)