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Index out SNP position

I think you mean between column 1 and 2 of A? Why is 36003918 not
included? It is clearly between 35838396 and 36151202 in the first row of A.

My earlier solution should work fine. Just create a new matrix AX that has
the columns switched so that the start is always column 1 and use that to
identify the ones you want to select. That way you are not modifying B. This
will be faster than checking the order of the columns in A each time you
process a line from B.
B[i]<Ax[,2]))
[1] 36003918 35838399 35838589

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 David C