Better name and more pythonic way of doing this?

gistfile1.py

def lockstep(a, b):
 i = j = 0
 while i<len(a) and j<len(b):
  if a[i] == b[j]:
   #yield a[i], b[j]
   yield i,j
   i+=1;j+=1

  elif a[i] < b[j]:
   i+=1

  elif a[i] > b[j]:
   j+=1

a = [1,2,3,4,  6,7,8]
b = [1,2,  4,5,6,  8]

print 'should find', list(sorted(set(a).intersection(set(b))))

for A,B in lockstep(a,b):
    print a[A],b[B]