I am a novice in the world of algorithms, ignorant of the taxonomy used.Please pardon me.I have two large sets of numbers A and B where A = {x| 0< x< 9999999999 } B= {y | 0 < y < 9999999999 }. The cardinality of these sets is more than a million. Which is the best algorithm to compute the set differences $A \setminus B$ and $B \setminus A$ ? The sets are sorted ( should I say ordered )? With my pea sized brain , I arrived only at a comparison of every element of A against every element of B , in a linear fashion. Can someone point me to the best way?I would also appreciate and be thankful for go and read this textbook first/pick a good so -and so textbook first  kind of answers.
Algorithm to compare two large sets
algorithms