While reading Walter Rudin's Principles of Mathematical Analysis, I ran into the following theorem and proof:
Theorem 2.12. Let $\left\{E_n\right\}$, $n=1,2,\dots$, be a sequence of countable sets, and put
$$
S=\bigcup_{n=1}^\infty E_n.
$$Then $S$ is countable.
Proof. Let every set $E_n$ be arranged in a sequence $\left\{X_{nk}\right\}$, $k=1,2,3,\dots$, and consider the infinite array
in which the elements of $E_n$ form the $n$th row. The array contains all elements of $S$. As indicated by the arrows, these elements can be arranged in a sequence
$$
x_{11};x_{21},x_{12};x_{31},x_{22},x_{13};x_{41},x_{32},x_{23},x_{14};\dots\tag{*}
$$If any two of the sets $E_n$ have elements in common, these will appear more than once in $(*)$. Hence there is a subset $T$ of the set of all positive integers such that $S\sim T$, which shows that $S$ is at most countable. Since $E_1\subset S$, and $E_1$ is infinite, $S$ is infinite, and thus countable. $\blacksquare$
How does the bolded sentence follow from all previous? In fact, I do not know how the matrix and $(*)$ come into play.
Best Answer
Look at the sequence *
$x_{11};x_{21},x_{12};x_{31},x_{22},x_{13};x_{41},x_{32},x_{23},x_{14};…$
Within each ;; add the suffixes.
1+1 =2
2+1 = 1+2 = 3
1+3 = 2+2 = 3+1 = 4
and so on.
So for any positive integer you shall get a countable (finite) number of such combination and in each case you shall get elements of $S$. If you remove duplicate items then you shall get a set $S$. This set will be bijective with the set of natural numbers as for each natural number you shall get only a finite number of elements.
I hope it is clear now. The bold sequence is constructed by taking arrows in the matrix. In the matrix the elements of the set $E_i$ are written in arrow.