Inversion-based hardware gaussian random number generator : A case study of function evaluation via hierarchical segmentation

We present the design and implementation of a Gaussian random number generator (GRNG) via hierarchical segmentation. Gaussian samples are generated using the inversion method, which involves the evaluation of the inverse Gaussian cumulative distribution function (IGCDF). The IGCDF is highly non-linear and is evaluated via piecewise polynomial approximations (splines) with a hierarchical segmentation scheme that involves uniform splines and splines with size varying by powers of two. This segmentation approach adapts the spline sizes according to the non-linearity of the function, allowing efficient evaluation of the IGCDF. Bit-widths of the fixed-point polynomial coefficients and arithmetic operators are optimized in an analytical manner to guarantee a precision accurate to one unit in the last place. Our architecture generates 16-bit Gaussian samples accurate to 8.2σ (standard deviations). A pipelined implementation on a Xilinx Virtex-4 XC4LX100-12 FPGA yields 371 MHz and occupies 543 slices, 2 block RAMs, and 2 DSP slices, generating one sample every clock cycle. © 2006 IEEE.