Fast normal random number generator

This is a discussion on Fast normal random number generator within the C++ Programming forums, part of the General Programming Boards category; I'm looking for a really fast gaussian random number generator for c/c++. The faster the better because I have a ...

  1. #1
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    Fast normal random number generator

    I'm looking for a really fast gaussian random number generator for c/c++. The faster the better because I have a lot of them I need to generate for a monte carlo operation. Do you guys have any suggestions?

    Thanks!

  2. #2
    Code Goddess Prelude's Avatar
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    See if these are fast enough for you. You can replace the random number generator with something faster than rand, but generally, the the faster the generator, the lower the quality.
    My best code is written with the delete key.

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