java.util.Random.nextDouble() is slow for me and I need something really fast.
I did some google search and I\'ve found only integers based fast random generators.
Note that all these solutions miss a fundamental fact (that I wasn't aware of up to a few weeks ago): passing from 64 bits to a double using a multiplication is a major loss of time. The implementation of xorshift128+ and xorshift1024+ in the DSI utilities (http://dsiutils.di.unimi.it/) use direct bit manipulation and the results are impressive.
See the benchmarks for nextDouble() at
http://dsiutils.di.unimi.it/docs/it/unimi/dsi/util/package-summary.html#package.description
and the quality reported at
http://prng.di.unimi.it/