It is of course desirable to generate the random
numbers fast. While for some applications the generation of the random
numbers is the limiting factor, many generators take only a few clock
cycles to deliver a new number so that usually the generation of
random numbers is only a small fraction of the time required for the
calculation. Hence speed is not a major concern unless, either the generator
is extremely slow, or the remainder of the algorithm is extremely fast
such as with a lattice spin model.
