What exactly is the diagonal subgroup of a group?

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In specific consider the example of $SU(2)_a \times SU(2)_b$. What is the definition of the diagonal subgroup and how can one construct it from the generators of the group (or its algebra)?

This question is motivated by a procedure that physicists make called "topological twisting". A reference is the following one here and you can see how the authors take this diagonal subgroup in the end of page 1 and the beginning of page 2.