High Performance FPGA-oriented mersenne twister uniform random number generator

Echeverría Aramendi, Pedro and López Vallejo, Marisa (2013). High Performance FPGA-oriented mersenne twister uniform random number generator. "Journal of Signal Processing Systems", v. 71 (n. 2); pp. 105-109. ISSN 1939-8018. https://doi.org/10.1007/s11265-012-0684-4.

Description

Title: High Performance FPGA-oriented mersenne twister uniform random number generator
Author/s:
  • Echeverría Aramendi, Pedro
  • López Vallejo, Marisa
Item Type: Article
Título de Revista/Publicación: Journal of Signal Processing Systems
Date: May 2013
ISSN: 1939-8018
Volume: 71
Subjects:
Freetext Keywords: Mersenne-Twister URNG, FPGA, Monte Carlo
Faculty: E.T.S.I. Telecomunicación (UPM)
Department: Ingeniería Electrónica
Creative Commons Licenses: Recognition - No derivative works - Non commercial

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Abstract

Mersenne Twister (MT) uniform random number generators are key cores for hardware acceleration of Monte Carlo simulations. In this work, two different architectures are studied: besides the classical table-based architecture, a different architecture based on a circular buffer and especially targeting FPGAs is proposed. A 30% performance improvement has been obtained when compared to the fastest previous work. The applicability of the proposed MT architectures has been proven in a high performance Gaussian RNG.

More information

Item ID: 16695
DC Identifier: http://oa.upm.es/16695/
OAI Identifier: oai:oa.upm.es:16695
DOI: 10.1007/s11265-012-0684-4
Official URL: http://link.springer.com/article/10.1007%2Fs11265-012-0684-4
Deposited by: Memoria Investigacion
Deposited on: 04 Aug 2013 08:13
Last Modified: 21 Apr 2016 17:03
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