Before revision:  Comparisons are made on Nvidia Quadro and GTX 285 and 480 GPU cards .
After revision:  Comparisons are made on Nvidia Quadro and GTX 285 and 480 , and Tesla C2050 GPUs. We argue that in single-precision mode, the change-of-variables approach offers performance competitive with the fastest existing scheme while substantially improving precision, and that in double-precision mode, this approach offers the most GPU-optimal Gaussian quantile yet, and without compromise on precision for Monte Carlo applications, working twice as fast as the CUDA 4 library function with increased precision .