Simple GPU program - opencl or cuda

I need a simple program that must run on a gpu.
This program should create a set (or array) with a range of numbers. This array can contain billions of numbers. After creating the array, I must be able to check if any of the numbers in the created array is in another array I will provide. If so, I must save this number in a txt file.
Remember about concurrency, because the array I will provide will be accessed by multiple threads at the same time.