This sounds like a good usage for a hash of hashes. Now, this assumes that every pair of keys is unique. If you can guarantee they'll always be numbers, try using a list of lists.

It'll take a long time, but do something like

my %firstDataSet;
foreach (my $line = <FIRST_FILE>) {
    my @data = split /\s+/, $line;
    $hash{$data[0]}{$data[1]} = $data[2];
}

foreach (my $line = <SECOND_FILE>) {
    my @data = split /\s+/, $line;
    if ($hash{$data[0]}{$data[1]}) {
        print OUT_FILE "$data[0] $data[1] $hash{$data[0]}{$data[1]} $d
+ata[2]\n";
    }
}
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