Fast Random Number Generation Using 128-Bit Multimedia Extension Registers on Pentium Class Machines

In this article, it is shown how 128-bit SSE2 multimedia extension registers, present in Pentium IV class 32-bit processors, may be used to generate random numbers at several times greater speed then when regular general purpose registers are used. In particular, a 128-bit algorithm is presented for the Marsaglia MWC1616 generator from the DIEHARD battery of random number generator tests, and its performance is compared to that of the conventional approach.