Comment by thisguy47

Am I missing something? With numpy on my 2017 Macbook Pro, I can generate 1B random, normally distributed numbers on a CPU in ~1.3 microseconds.

In [3]: %timeit np.random.normal(1000000000)

1.3 µs ± 26.2 ns per loop (mean ± std. dev. of 7 runs, 1000000 loops each)

Edit: and 2.5e17 in ~7.95 microseconds

In [5]: %timeit np.random.normal((500000000, 500000000))

7.95 µs ± 90.7 ns per loop (mean ± std. dev. of 7 runs, 100000 loops each)