Ziggurat-based hardware gaussian random number generator

Proceedings - 2005 International Conference on Field Programmable Logic and Applications, FPL

Volumn 2005, Issue , 2005, Pages 275-280

  Zhang, Guanglie ^a   Leong, Philip H W ^a   Lee, Dong U ^b   Villasenor, John D ^b   Cheung, Ray C C ^c   Luk, Wayne ^c  

^a CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

^b University of California   (United States)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATION THEORY; COMPUTER HARDWARE; ITERATIVE METHODS; RANDOM PROCESSES;

DISTRIBUTED RANDOM NUMBERS; RANDOM NUMBER GENERATOR; RANDOM POINT; ZIGGURAT ALGORITHM;

AUTOMATIC PROGRAMMING;

EID: 33646473625     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FPL.2005.1515734     Document Type: Conference Paper

References (16)

1. M. Gokhale et al., "Monte Carlo radiative heat transfer simulation," in Proc. Field Programmable Logic and Applications. LNCS 3203, Springer, 2004, pp. 95-104.
2. D. Lee et al., "A Gaussian noise generator for hardware-based simulations," IEEE Transactions on Computers, vol. 53, no. 12, pp. 1523-1534, 2004.
3. K. Chellapilla, "Combining mutation operators in evolutionary programming," IEEE Transactions on Evolutionary Computation, vol. 2, no. 3, pp. 91-127, 1998.
4. J.M. McCollum et al., "Hardware acceleration of pseudo-random number generation for simulations applications," in Proc. of Annual Southeastern Symposium on System Theory, 2003, pp. 299-303.
5. D. Knuth, Seminumerical Algorithms, ser. The Art of Computer Programming. Addison-Wesley, 1997, vol. 2.
6. C. Wallace, "Fast pseudorandom generators for normal and exponential variates," ACM Transations on Mathematical Software, vol. 22, no. 1, pp. 119-127, 1996.
7. D. Lee et al., "A hardware Gaussian noise generator using the Wallace method," IEEE Transactions on VLSI Systems, 2005, accepted for publication.
8. G. Marsaglia and W. W. Tsang, "The Ziggurat method for generating random variables," Journal of Statistical Software, vol. 5, no. 8, 2000.
9. S. Moshier, Methods and Programs for Mathematical Functions. Halsted Press, 1989.
10. P. L'Ecuyer, "Maximally equidistributed combined Tausworthe generators," Mathematics of Computation, vol. 65, no. 213, pp. 203-213, 1996.
11. I. Munro, "Optimal algorithms for parallel polynomial evaluation," Journal of Computer and System Sciences, vol. 7, pp. 189-198, 1973.
12. G. Marsaglia, DIEHARD: A Battery of Tests of Randomness, http://stat.fsu.edu/~geo/diehard.html, 1997.
13. Intel Platform Security Division, "The Intel random number generator," Intel Technical Brief, 1999, ftp://download.intel.com/design/security/rng/techbrief.pdf.
14. D. Lee et al., "Design parameter optimization for the Wallace Gaussian random number generator," ACM Transactions on Mathematical Software, 2005, submitted.
15. R. D'Agostino and M. Stephens, Goodness-of-fit Techniques. Marcel Dekker Inc., 1986.
16. G. W. Snedecor and W. G. Cochran, Statistical Methods. Iowa State University Press, 1989.