DLAMRG(3)
will create a permutation list which will merge the elements of A (which is composed of two independently sorted sets) into a single set which is sorted in ascending order
SYNOPSIS
 SUBROUTINE DLAMRG(

N1, N2, A, DTRD1, DTRD2, INDEX )

INTEGER
DTRD1, DTRD2, N1, N2

INTEGER
INDEX( * )

DOUBLE
PRECISION A( * )
PURPOSE
DLAMRG will create a permutation list which will merge the elements
of A (which is composed of two independently sorted sets) into a
single set which is sorted in ascending order.
ARGUMENTS
 N1 (input) INTEGER

N2 (input) INTEGER
These arguements contain the respective lengths of the two
sorted lists to be merged.
 A (input) DOUBLE PRECISION array, dimension (N1+N2)

The first N1 elements of A contain a list of numbers which
are sorted in either ascending or descending order. Likewise
for the final N2 elements.
 DTRD1 (input) INTEGER

DTRD2 (input) INTEGER
These are the strides to be taken through the array A.
Allowable strides are 1 and 1. They indicate whether a
subset of A is sorted in ascending (DTRDx = 1) or descending
(DTRDx = 1) order.
 INDEX (output) INTEGER array, dimension (N1+N2)

On exit this array will contain a permutation such that
if B( I ) = A( INDEX( I ) ) for I=1,N1+N2, then B will be
sorted in ascending order.