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2006
Springer

Non-Uniform Random Number Generation Through Piecewise Linear Approximations

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Non-Uniform Random Number Generation Through Piecewise Linear Approximations
This paper presents a hardware architecture for non-uniform random number generation, which allows the generator's distribution to be modified at run-time without reconfiguration. The architecture is based on a piecewise linear approximation, using just one table lookup, one comparison and one subtract operation to map from a uniform source to an arbitrary non-uniform distribution, resulting in very low area utilisation and high speeds. Customisation of the distribution is fully automatic, requiring less than a second of CPU time to approximate a new distribution, and around 1000 cycles to switch distributions at run-time. Comparison with Gaussian specific generators show that the new architecture uses less than half the resources, provides a higher sample rate, and retains statistical quality for up to 50 billion samples, but can also generate other distributions.
David B. Thomas, Wayne Luk
Added 22 Aug 2010
Updated 22 Aug 2010
Type Conference
Year 2006
Where FPL
Authors David B. Thomas, Wayne Luk
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