Need a fast random generator for c++

Two good alternatives from intel's site:

1) fastrand - it is 2.01 X faster than the std rand(). The routine returns one integer, similar output value range as C lib.

inline int fastrand() { 
  g_seed = (214013*g_seed+2531011); 
  return (g_seed>>16)&0x7FFF; 
} 

2) an SSE version (see link below) is about 5.5 X as fast as std rand() however it generates 4 random values at a time, requires a processer with sse (almost all do), and is more complicated.

http://software.intel.com/en-us/articles/fast-random-number-generator-on-the-intel-pentiumr-4-processor/

The other thread mentioned Marsaglia's xorshf generator, but no one posted the code.

static unsigned long x=123456789, y=362436069, z=521288629;

unsigned long xorshf96(void) {          //period 2^96-1
unsigned long t;
    x ^= x << 16;
    x ^= x >> 5;
    x ^= x << 1;

   t = x;
   x = y;
   y = z;
   z = t ^ x ^ y;

  return z;
}

I've used this one all over the place. The only place it failed was when I was trying to produce random binary matrices. Past about 95x95 matrices, it starts generating too few or too many singular matrices (I forget which). It's been shown that this generator is equivalent to a linear shift feedback register. But unless you are doing cryptography or serious monte carlo work, this generator rocks.