The Table-Hadamard GRNG: an area-efficient FPGA gaussian 1 random number generator
File(s)trets_clt_hadamard_rev2.pdf (871.39 KB)
Accepted version
Author(s)
Thomas, DB
Type
Journal Article
Abstract
Gaussian Random Number Generators (GRNGs) are an important component in parallel Monte-Carlo simulations using FPGAs, where tens or hundreds of high-quality Gaussian samples must be generated per cycle using very few logic resources. This paper describes the Table-Hadamard generator, which is a GRNG designed to generate multiple streams of random numbers in parallel. It uses discrete table distributions to generate pseudo-Gaussian base samples, then a parallel Hadamard transform to efficiently apply the central limit theorem. When generating 64 output samples the Table-Hadamard requires just 130 slices per generated sample, which is a third of the resources needed by the next best technique, while still providing
higher statistical quality.
higher statistical quality.
Date Issued
2015-10-01
Date Acceptance
2014-04-01
Citation
ACM Transactions on Reconfigurable Technology and Systems, 2015, 8 (4)
ISSN
1936-7406
Publisher
Association for Computing Machinery (ACM)
Journal / Book Title
ACM Transactions on Reconfigurable Technology and Systems
Volume
8
Issue
4
Copyright Statement
© ACM, 2014. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in PUBLICATION, {VOL 8, ISS 4, (Oct 2015)} http://doi.acm.org/10.1145/2629607
Publication Status
Published
Article Number
23