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Anew fast basicRNG has been introduced in Intel MKL 10.3 beta and isa SIMD friendly Fast Mersenne Twister pseudorandom number SFMT19937 generator. Please see below KB article for more details.
http://software.intel.com/en-us/articles/new-fast-basic-random-number-generator-sfmt19937-in-intel-mkl/
--Vipin
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