title: Fastest way to fill numpy array with random numbers
body: <p>Is there a faster way to get a numpy array filled with random numbers than the built in <code>numpy.random.rand(count)</code> function? I know that the built in method is using the Mersenne Twister.</p>
  
  <p>I would like to use numpy for monte carlo simulations, and fetching the random numbers is taking a significant portion of the time. A simple example, calculating pi by monte carlo integration with 200E6 random numbers is only processing about 116.8 MB/s through my program.  A comprable program written in C++ using xor128() as the generator processes several hundred MB/s.</p>
  
  <p>EDIT: Miscalculated generation rate</p>