Intersection - Implementation

Here is the solution:

function intersection(nums1, nums2)
    set1 := convert nums1 to set
    set2 := convert nums2 to set
    result := empty list
    for each element in set1
        if element in set2 then
            add element to result
    return result

You convert both arrays to sets, then iterate through one set and check membership in the other. Time: $O(n + m)$, Space: $O(n + m)$ where $n$ and $m$ are the array lengths.