Validate data in r/3 while upload frm external source to bw

Hi
My requirement is while uploading data(2lacs to 5lacs of records) from external source file(xls or notpad) to BW i have to check whether that data is present in R/3 system or not.
can anyone suggest the best way for validation(any FMs exist) for performance sake
and also provide the FMs all which gives the best performance.

u need to explan it in more detail...
process
Document number
matching keys with SAP for validating records
etc
etc
regards
madan

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