Random number generators discussion

a SIMD-oriented Fast Mersenne Twister was recently published by Mutsuo Saito and Makoto Matsumoto (<http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/index.html>). Do you know by any chance how this version compares speedwise to your own assembly language implementation (i.e. double MersenneRandom())?

Thanks,
Holger

The C code is as fast as the assembly code in lucky cases, but slower in some cases. The time consumption is negligible anyway for most applications. Use whatever code is most convenient in your case.