Segmented operations, such as segmented sum, segmented scan and segmented sort, are important building blocks for parallel irregular algorithms. We in this work propose a new parallel primitive called segmented merge. Its function is in parallel merging q sub-segments to p segments, both of nonuniform lengths. We implement the segmented merge primitive on GPUs and demonstrate its efficiency on parallel sparse matrix transposition (SpTRANS) and sparse matrix-matrix multiplication (SpGEMM) operations.