Assuming your CSV files to be compared have the same column "names" then if you have access to SQL Server, SQL server express would do, then I'd suggest importing each CSV file into separate tables (use T SQL "BULK INSERT") and using SQL queries to identify which rows have columns that don't match. You can use the query output to generate (e.g. from a dataset) your output CSV file.
Lakh (100,000?) row comparisons in SQL are
likely to be faster than anything you can write yourself.
See solution 1 for the following question for a few hints on how to import CSV files into SQL server from code. *Warning* you'll need to modify it a bit for your problem if you do decide to try this approach.
SQL Procedure with insert[
^]
If you've got access to SQL server DBs via SQL Server Manager (or whatever it's called this week) and this is not a procedure that needs automating then there is (or used to be) a wizard that will guide you through importing a CSV file.