Ziggurat-based hardware gaussian random number generator

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review

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Author(s)

  • Philip H. W. Leong
  • Dong-U. Lee
  • John D. Villasenor
  • Wayne Luk

Detail(s)

Original languageEnglish
Title of host publicationProceedings - 2005 International Conference on Field Programmable Logic and Applications, FPL
Pages275-280
Volume2005
Publication statusPublished - 2005
Externally publishedYes

Publication series

Name
Volume2005

Conference

Title2005 International Conference on Field Programmable Logic and Applications, FPL
PlaceFinland
CityTampere
Period24 - 26 August 2005

Abstract

An architecture and implementation of a high performance Gaussian random number generator (GRNG) is described. The GRNG uses the Ziggurat algorithm which divides the area under the probability density function into three regions (rectangular, wedge and tail). The rejection method is then used and this amounts to determining whether a random point falls into one of the three regions. The vast majority of points lie in the rectangular region and are accepted to directly produce a random variate. For the non-rectangular regions, which occur 1.5% of the time, the exponential or logarithm functions must be computed and an iterative fixed point operation unit is used. Computation of the rectangular region is heavily pipelined and a buffering scheme is used to allow the processing of rectangular regions to continue to operate in parallel with evaluation of the wedge and tail computation. The resulting system can generate 169 million normally distributed random numbers per second on a Xilinx XC2VP30-6 device. © 2005 IEEE.

Citation Format(s)

Ziggurat-based hardware gaussian random number generator. / Zhang, Guanglie; Leong, Philip H. W.; Lee, Dong-U.; Villasenor, John D.; Cheung, Ray C. C.; Luk, Wayne.

Proceedings - 2005 International Conference on Field Programmable Logic and Applications, FPL. Vol. 2005 2005. p. 275-280 1515734.

Research output: Chapters, Conference Papers, Creative and Literary Works (RGC: 12, 32, 41, 45)32_Refereed conference paper (with ISBN/ISSN)peer-review