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My layman's understanding is that George Marsaglia's xorshift generator[1] is considerably faster than the Mersenne Twister while still providing high quality randomness.

I've also seen WELL512[2] mentioned in a few places, but I don't know much more about it than the name.

[1]: First introduced here: http://groups.google.com/group/comp.lang.c/msg/e3c4ea1169e46...

[2]: http://www.iro.umontreal.ca/~panneton/WELLRNG.html



Let me know if you are ever in San Francisco and I'll open the tab at one of our many fine beer-snob bars (or a wine-snob bar, if you prefer).

This thread & invite is still open to anyone who can provide further suggestions!




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