I'm using VSL to generate a stream of Gaussian distributed random numbers. As basic random number generator I'm using the Mersenne Twister method (VSL_BRNG_MT19937) together with Box Muller (VSL_METHOD_DGAUSSIAN_BOXMULLER2), at certain point of the simulation it sorts out a NaN in the stream. I did and attached a small code to test and by the 19468th stream generated it appears one (and only one) element of the stream is NaN. It seems it is a problem of the BRNG as it seems to work fine with VSL_BRNG_MCG31. I tried with other seeds and this still happening, but in this case you have to wait longer for the bug to happen.
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