Mentioned in the other answer Delaunay triangulation is a means for constructing 2D triangular meshes from 2D point sets, or for creating tetrahedral meshes from 3D point clouds, but not for creating typically not-convex triangular surface mesh in 3D as in the question.
Poisson Surface Reconstruction indeed solves the task, but it is hardly can be classified as "fast", because it requires constructing of an additional field defined in the nodes of a voxel grid or octree by solving a large system of equations, and only after that reconstructing triangular surface as a level-set, and that surface typically requires simplification to reduce the number of triangles till acceptable level.
A faster method of receiving triangular meshes from point clouds is by considering local triangulations around each point (as in the mentioned PCL). The benefit with this method is that all local triangulations can be constructed independently and in parallel. The implementations then diverge in how individual local triangulations are merged in the final mesh. One of the approaches is to count the votes for each triangle. Triangles with 3 votes (one per each local triangulation of every its vertex) find the place in the final mesh, while triangles having lower number of votes are included there only if it does not introduce non-manifoldness in the mesh. One of the implementations is in triangulatePointCloud function of MeshLib.
gp3.reconstruct (triangles)
for the PCL case -- alas this magic is not revealed in the presentation. – Concatenate