c# Fastest way to randomly index into an array

Question

I have an array of double values "vals", I need to randomly index into this array and get a value. GenRandomNumber() returns a number between 0 and 1 but never 0 or 1. I am using Convert.ToInt32 to basically get everything to the left of my decimal place, but there must be a more efficient way of doing this?

Here's my code:

public double GetRandomVal()
{
   int z = Convert.ToInt32(GenRandomNumber() * (vals.Length));
   return vals[z];
}

Thanks

Update

Thanks to all those who have replied, but I am constrained to use a supplied MersenneTwister random number implementation that has method rand.NextDouble()

Update 2

Thinking about this some more, all I need to do is gen a random number between 0 and array.length-1 and then use that to randomly index into the array. vals length is 2^20 = 1048576 so generating a random int is sufficient. I notice my MersenneTwister has a method:

public int Next(int maxValue)

If I call it like vals[rand.Next(vals.length-1)] that should do it right? I also see the MersenneTwister has a constructor:

public MersenneTwister(int[] init)

Not sure what this is for, can I use this to prepopulate the acceptable random numbers for which I provide an array of 0 to vals.length?

FYI vals is a double array of length 1048576 partitioning the normal distribution curve. I am basically using this mechanism to create Normally distributed numbers as fast as possible, the monte carlo simulation uses billions of Normally distributed random numbers every day so every little bit helps.

Answer 1

Try using a random integer instead:

Random random = new Random();
int randomNumber = random.Next(0, vals.Length);
return vals[randomNumber];