Comment by pierrec

It's common in graphics and audio programming. In audio, maybe you're synthesizing noise or any of the myriad synthesis techniques that require noise. In graphics you have lighting, textures, etc that can use this. And when you're doing something every audio sample or every pixel, "extremely fast" is desirable. The question of whether to use a pre-rendered lookup table or a fast algorithm often comes up (and has no universal answer... though I always go for the latter)