Mersenne Twister
The Mersenne Twister is a pseudorandom number generation algorithm created by Makoto Matsumoto. There is a Mersenne Twister home page, and a Wikipedia entry. The Mersenne Twister algorithm has a large period (something like 219,937 - 1), and it is advertised as fast.

There are two main portable implementations:

  • MT19937 is a portable version of CMUCL's random number generator. It's faster than jmt.lisp, but significantly slower than the built-in random function on all implementations it's been tested with. It's in the public domain.
  • jmt.lisp is another implementation of the Mersenne Twister. It's slower than MT19937, but it's still a good implementation. In particular, MT19937 may have a few bugs from the move to portability. It's under the LGPL.