That depends on the usage of the locomotive.
If the locomotive is used almost exclusively at higher load levels with seldom idling, then a single large prime mover is more efficient, as each prime mover requires so much energy just to maintain itself in operation, as well as the fact that more moving parts normally equates to higher maintenance requirements.
If the locomotive is used for mostly low power runs with generous idling periods, then having multiple prime movers is more efficient as a smaller prime mover is going to consume less fuel than a larger one will. Plus a small prime mover can keep the entire bank of prime movers warm if the design allows via a cross-connected cooling system.
There are advantages and disadvantages of each type (single or multiple prime movers in a locomotive).
Single prime mover equipped locomotives tend to be cheaper and simpler, at the expense of reduced reliability and increased idling fuel consumption.
Multiple prime mover equipped locomotives (such as most of the E-unit types and the DDA40X) have the advantage of redundancy, meaning that the loss of a single prime mover seldom cause the entire locomotive to not work. The downside is the increased number of moving parts and higher purchase cost and complexity.
An in-between concept is with locomotives that have a single prime mover and a smaller motor used to keep the engine warm when the locomotive is idling, which mixes some of the benefits of both a single prime mover with that of multiple prime movers in a locomotive.