I am trying to understand what is a reflexive closure and, more or less, I understood the properties:
Let $R$ be a relation on $A$.
Then the reflexive closure of $R$ is the smallest set $S \in A \times A$, such that $R \subseteq S$ and $S$ is reflexive, if there's such a smallest set. In other words, the relation $S \in A \times A$ is the reflexive closure of $R$ if it has the following properties:
$S$ is reflexive
$R \subseteq S$
For each relation $T \in A \times A$, if $R \subseteq T$ and $T$ is reflexive, then $S \subseteq T$.
What I am really not fully understanding is the following syntax in the theorem that a reflexive closure always exist:
Let S = $R \cup i_{A}$
$R$ is a relation on $A$, and we know that a relation is nothing else than a subset of $A^2$ or $A \times A$. But what does it mean to make a union between $R$ and $i_A$ (which happens to be equal to $S$)?
The relation $S$ is characterized by 1 and 2 and being "the smallest relation" with these properties 1 and 2.
It is not quite correct to say that $R$ is a subset of $A$, it is rather a subset of $A^2$ [added: meanwhile corrected]. The set $i_A$ is, in all likelihood, the diagonal of $A^2$, that is $\{(a,a) \colon a \in A \}$. Presumably, the notation $i_A$ is used as $\{(a,a) \colon a \in A \}$ is the relation that is/gives the identity-function on $A$.
So, both $R$ and $i_A$ are subsets of $A^2$ and their union is also a subset of $A^2$, whence a relation on $A$