Quickly checking if arrays intersect

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I want to check if two arrays a and b intersect. Given a = [3, 21] and b = [15, 26530, 21, 3], the answer should be true. Given If a = [3, 21] and b = [15, 26530], the answer should be false.

I tried:

a.to_set.intersect?(b.to_set)

but this method takes a long time. How can I do it quickly?

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