What would be a good implementation of iota_n (missing algorithm from the STL)

As a random example, I compiled the following code with g++ -S -O2 -masm=intel (GCC 4.7.1, x86_32):

void fill_it_up(int n, int * p, int val)
{
    asm volatile("DEBUG1");
    iota_n(p, n, val);
    asm volatile("DEBUG2");
    iota_m(p, n, val);
    asm volatile("DEBUG3");
    for (int i = 0; i != n; ++i) { *p++ = val++; }
    asm volatile("DEBUG4");
}

Here iota_n is the first version and iota_m the second. The assembly is in all three cases this:

    test    edi, edi
    jle .L4
    mov edx, eax
    neg edx
    lea ebx, [esi+edx*4]
    mov edx, eax
    lea ebp, [edi+eax]
    .p2align 4,,7
    .p2align 3
.L9:
    lea ecx, [edx+1]
    cmp ecx, ebp
    mov DWORD PTR [ebx-4+ecx*4], edx
    mov edx, ecx
    jne .L9

With -O3, the three versions are also very similar, but a lot longer (using conditional moves and punpcklqdq and such like).

You're so focused on code generation that you forgot to get the interface right.

You correctly require OutputIterator, but what happens if you want to call it a second time?

list<double> list(2 * N);
iota_n(list.begin(), N, 0);
// umm...
iota_n(list.begin() + N, N, 0); // doesn't compile!
iota_n(list.rbegin(), N, 0); // works, but create 0..N,N-1..0, not 0..N,0..N
auto it = list.begin();
std::advance(it, N);
iota_n(it, N, 0); // works, but ... yuck and ... slow (O(N))

inside iota_n, you still know where you are, but you've thrown that information away, so the caller cannot get at it in constant time.

General principle: don't throw away useful information.

template <typename OutputIterator, typename SizeType, typename ValueType>
auto iota_n(OutputIterator dest, SizeType N, ValueType value) {
    while (N) {
        *dest = value;
        ++dest;
        ++value;
        --N;
    }
    // now, what do we know that the caller might not know?
    // N? No, it's zero.
    // value? Maybe, but it's just his value + his N
    // dest? Definitely. Caller cannot easily compute his dest + his N (O(N))
    //       So, return it:
    return dest;
}

With this definition, the above example becomes simply:

list<double> list(2 * N);
auto it = iota_n(list.begin(), N, 0);
auto end = iota_n(it, N, 0);
assert(end == list.end());