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| Content Provider | ACM Digital Library |
|---|---|
| Author | Thomas, David B. |
| Copyright Year | 2015 |
| 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. |
| Starting Page | 1 |
| Ending Page | 22 |
| Page Count | 22 |
| File Format | |
| ISSN | 19367406 |
| e-ISSN | 19367414 |
| DOI | 10.1145/2629607 |
| Volume Number | 8 |
| Issue Number | 4 |
| Journal | ACM Transactions on Reconfigurable Technology and Systems (TRETS) |
| Language | English |
| Publisher | Association for Computing Machinery (ACM) |
| Publisher Date | 2015-09-24 |
| Publisher Place | New York |
| Access Restriction | One Nation One Subscription (ONOS) |
| Subject Keyword | Arithmetic operations Parallel algorithms Reconfigurable applications |
| Content Type | Text |
| Resource Type | Article |
| Subject | Computer Science |
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