Let $X$ be a complex vector space, and let $\{X_n\}_{n=1}^\infty$ be a sequence of vector subspaces such that $X_n \subseteq X_{n+1}$ for all $n$ and $X = \bigcup_n X_n$. Furthermore, suppose that:
Each $X_n$ is a locally convex topological vector space whose topology $\tau_n$ is determined by a separating family of seminorms.
Each $\tau_n$ coincides exactly with the subspace topology that $X_n$ inherits from $X_{n+1}$.
Let $\mathcal{U}$ be the collection of all convex, balanced sets $W \subseteq X$ such that $0 \in W$ and $W \cap X_n \in \tau_n$ for all $n$.
I would like to show that $ \mathcal{B} = \{x + W : x \in X, W \in \mathcal{U}\}$ is a basis for a topology on $X$.
This is the construction for an inductive limit of Frechet spaces in Reed and Simon's Methods of Modern Mathematical Physics, Vol.1.
In order to show that $\mathcal{B}$ is suitable a basis for a topology on $X$, I need to show:
a) That the elements of $\mathcal{B}$ cover $X$,
b) If we are given elements $x_1 + W_1$ and $x_2 + W_2$ in $\mathcal{B}$ with $x \in (x_1 + W_1) \cap (x_2 + W_2)$, then there exists $x_3 + W_3 \in \mathcal{B}$ so that $x \in x_3 + W_3 \subseteq (x_1 + W_1) \cap (x_2 + W_2)$.
Showing a) is easy since $\mathcal{B} \ni 0 + X = X$. But I am having trouble showing b). My thoughts go something like this: if $x_1 + W_1$, $x_2 + W_2$, and $x$ are given as above, choose $n$ large enough so that $x_1, x_2, x \in X_n$. Then $W_1 \cap X_n, W_2 \cap X_n$ are open, balanced, convex sets about $0$ in $X_n$. Because we are now working in the seminorm topology of $X_n$, we should be able to get $W_3$ open (in $X_n$), convex, balanced, and containing $0$ so that
$$x \in x_3 + W_3 \subseteq (x_1 + W_1 \cap X_n) \cap (x_2 + W_2\cap X_n).$$
But I am not sure how to go from here. I'm wondering if there's some way to "lift" this $W_3$ up to the status of an element of $\mathcal{U}$? I am aware aware of is this lemma, and I know its proof. I have tried several times to make this lemma work for me, but have not gotten anywhere.
Hints or solutions are greatly appreciated.