only_in_x_generator.py

def only_in_x_generator(x, y):
	ix = 0
	iy = 0
	while ix < len(x) and iy < len(y):
		if x[ix] < y[iy]:
			yield x[ix]
			ix += 1			
		elif x[ix] > y[iy]:
			iy += 1
		else:
			ix += 1
			iy += 1
			
x = [1, 3, 5, 6, 7, 8, 15, 20]
y = [1, 2, 4, 7, 8, 15, 21]

print str([k for k in  only_in_x_generator(x, y)])

#############################################################
# $ python only_in_x_generator.py
# [3, 5, 6, 20]