High Performance FPGA-oriented Mersenne Twister Uniform Random Number Generator

被引:8
作者
Echeverria, Pedro [1 ]
Lopez-Vallejo, Marisa [1 ]
机构
[1] Univ Politecn Madrid, Dept Elect Engn, E-28040 Madrid, Spain
来源
JOURNAL OF SIGNAL PROCESSING SYSTEMS FOR SIGNAL IMAGE AND VIDEO TECHNOLOGY | 2013年 / 71卷 / 02期
关键词
Mersenne-Twister URNG; FPGA; Monte Carlo;
D O I
10.1007/s11265-012-0684-4
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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.
引用
收藏
页码:105 / 109
页数:5
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