Preferably open source but not necessary.
For what purpose? Does cryptographic security matter?
The Mersenne twister is a popular all-purpose PRNG. You can find any number of open source implementations via Google, or just use std:: mersenne_twister_engine
No, just pseudo random number generation will suffice. I care more about the efficiency of the number generator as apposed to security. I’ll Check out Mersenne.
By efficiency are you wanting fast, strongly random, low memory footprint or what?
CMWC 4096 is pretty fast, has an extremely long period, but requires a good chunk of memory for state.
Mersenne is pretty good all around, with the updated version (SFMT) being faster than plain Mersenne.
LFSRs can produce results that pass the diehard tests, are incredibly fast, and only require n bits of state (where n is the length in bits of the numbers being generated). They also have good maximal length periods. But, they’re not as secure as the Mersenne and CMWC (but I like using them if I need a guaranteed distribution of numbers, as the maximal length periods yield no collisions in said period).