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DELTA
2008
IEEE
13 years 11 months ago
High Performance FPGA Implementation of the Mersenne Twister
Efficient generation of random and pseudorandom sequences is of great importance to a number of applications [4]. In this paper, an efficient implementation of the Mersenne Twis...
Shrutisagar Chandrasekaran, Abbes Amira
FPGA
2008
ACM
191views FPGA» more  FPGA 2008»
13 years 6 months ago
A hardware framework for the fast generation of multiple long-period random number streams
Stochastic simulations and other scientific applications that depend on random numbers are increasingly implemented in a parallelized manner in programmable logic. High-quality ps...
Ishaan L. Dalal, Deian Stefan
IPPS
2008
IEEE
13 years 11 months ago
Financial modeling on the cell broadband engine
High performance computing is critical for financial markets where analysts seek to accelerate complex optimizations such as pricing engines to maintain a competitive edge. In th...
Virat Agarwal, Lurng-Kuo Liu, David A. Bader
FPGA
2008
ACM
146views FPGA» more  FPGA 2008»
13 years 6 months ago
FPGA-optimised high-quality uniform random number generators
This paper introduces a method of constructing random number generators from four of the basic primitives provided by FPGAs: Flip-Flips, Lookup-Tables, Shift Registers, and RAMs. ...
David B. Thomas, Wayne Luk
ICPP
2008
IEEE
13 years 11 months ago
On the Design of Fast Pseudo-Random Number Generators for the Cell Broadband Engine and an Application to Risk Analysis
Numerical simulations in computational physics, biology, and finance, often require the use of high quality and efficient parallel random number generators. We design and optimi...
David A. Bader, Aparna Chandramowlishwaran, Virat ...