The Mersenne twister is a pseudorandom number generator developed by Makoto Matsumoto and Takuji Nishimura that is based on a matrix linear recurrence over a finite binary field. It provides for fast generation of very high quality pseudorandom numbers. The source for the C code can be found here:

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt64.html

This library provides a purely functional binding to the 64 bit classic mersenne twister, along with instances of RandomGen, so the generator can be used with System.Random. The generator should typically be a few times faster than the default StdGen (but much slower than the impure mersenne library based on SIMD instructions and destructive state updates.