True random numbers

[tbeason]

@Elrod

If you’re doing Monte Carlo, you’ll want PRNGs; so long as you don’t have overlapping streams between threads, being pseudo-random won’t impact accuracy, while their better speed will improve accuracy/second (i.e., can sample more in the same amount of time, or sample for less time).

Indeed, sometimes you might want to skip the randomness altogether!

Low-discrepancy sequence