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I was curious what PRNG was being used and it was a bit deep in the post, but it appears to be Philox [1] or ARS5 [2].

[1]: http://michaelbrundage.com/note/2005/01/05/random-number-gen...

[2]: https://software.intel.com/en-us/node/590411

Yes, both part of John Salmon, D. E. Shaw et al.'s Random123 suite. I am actually surprised that they're so fast, I'd have thought that PCG or the xoroshiro family is faster. But then, none of them are CSPRNG.

https://www.deshawresearch.com/resources_random123.html

http://www.thesalmons.org/john/random123/releases/1.00/docs/...

http://www.thesalmons.org/john/random123/papers/random123sc1...

And when I look at the home page

https://neanderthal.uncomplicate.org/

I saw first: "implemented in Clojure" and didn't understand how it's "100x faster than optimized pure Java".

But reading further it's clear:

"Does not try to poorly reinvent the wheel. Respects decades of BLAS and LAPACK standardization. Does the number crunching part with native BLAS and/or GPU, but provides a tiny Clojure layer for sanity. Win-win :)"

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