Solved by KFrank in post #2 
              
              
                Hi Piers! 

As near as I can tell, randn() uses the Box-Muller method, both on 
the cpu and gpu. 

I am not aware that the algorithm used is documented anywhere 
but in the code.  It’s also quite opaque to me how any given pytorch 
python call gets dispatched down to the code that actually does the 
…