 Chopin (2011) proposed (arXiv) an algorithm inspired from the Ziggurat algorithm of Marsaglia and Tsang (1984, 2000), which is usually considered as the fastest Gaussian sampler, and is also very close to Ahrens’s algorithm (1995).Implementations can be found in C, C++, Matlab and Python.Sampling from the "multivariate" truncated normal distribution 
is considerably more difficult.