Merge

set(FIRST_LIST  a b c d i j k l)
set(SECOND_LIST e f g h m n o p)
set(COMPLETE_LIST ${FIRST_LIST} ${SECOND_LIST})
list(SORT COMPLETE_LIST)
# you can also remove duplicates
list(REMOVE_DUPLICATES COMPLETE_LIST)

# This macro merges elements in sorted lists ALIST and BLIST and stored the result in OUTPUT
MACRO(MERGE ALIST BLIST OUTPUT)
SET(BTEMP ${BLIST})
FOREACH(A ${ALIST})
    SET(SORTED)
    SET(UNINSERTED 1)
    FOREACH(B ${BTEMP})
        IF(${UNINSERTED})
            IF(${A} STRLESS ${B})
                SET(SORTED ${SORTED} ${A})
                SET(UNINSERTED 0)
            ENDIF(${A} STRLESS ${B})
        ENDIF(${UNINSERTED})
        SET(SORTED ${SORTED} ${B})
    ENDFOREACH(B ${BLIST})
    IF(${UNINSERTED})
        SET(SORTED ${SORTED} ${A})
    ENDIF(${UNINSERTED})
    SET(BTEMP ${SORTED})
ENDFOREACH(A ${ALIST})
SET(${OUTPUT} ${BTEMP})
ENDMACRO(MERGE ALIST BLIST OUTPUT)

# Here is an example that merges *.cpp files and *.h files into a single sorted list
# This would be easier if FILE(GLOB...) properly matches "*.{cpp,h}"
FILE(GLOB ALGEBRAIC_SRCS Implicit/Algebraic/*.cpp)
FILE(GLOB ALGEBRAIC_H Implicit/Algebraic/*.h)
MERGE("${ALGEBRAIC_H}" "${ALGEBRAIC_SRCS}" ALGEBRAIC_SRCS)