The Mersenne twister is a pseudorandom number generator developed by Makoto Matsumoto and Takuji Nishimura that is based on a matrix linear recurrence over a finite binary field. It provides for fast generation of very high quality pseudorandom numbers. The source for the C code can be found here:
This library provides a purely functional binding to the 64 bit
classic mersenne twister, along with instances of RandomGen, so the
generator can be used with System.Random. The generator should
typically be a few times faster than the default StdGen (but a tad
slower than the impure
mersenne-random library based on SIMD
instructions and destructive state updates.