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The Table-Hadamard GRNG: An Area-Efficient FPGA Gaussian Random Number Generator

Published:24 September 2015Publication History
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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 article 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.

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    • Published in

      cover image ACM Transactions on Reconfigurable Technology and Systems
      ACM Transactions on Reconfigurable Technology and Systems  Volume 8, Issue 4
      October 2015
      134 pages
      ISSN:1936-7406
      EISSN:1936-7414
      DOI:10.1145/2822909
      • Editor:
      • Steve Wilton
      Issue’s Table of Contents

      Copyright © 2015 ACM

      Publisher

      Association for Computing Machinery

      New York, NY, United States

      Publication History

      • Published: 24 September 2015
      • Accepted: 1 April 2014
      • Revised: 1 February 2014
      • Received: 1 September 2013
      Published in trets Volume 8, Issue 4

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