Mapping Multiple Multivariate Gaussian Random Number Generators on an FPGA

Provided by: Imperial College London
Topic: Hardware
Format: PDF
A Multi-Variate Gaussian Random Number Generator (MVGRNG) is an essential block for many hardware designs, including monte carlo simulations. These simulations are usually used in applications such as statistical physics and financial mathematics. Field Programmable Gate Arrays (FPGAs) are often used to implement these generators as the design can be effectively optimized. Many applications require random samples from a number of multivariate gaussian distributions leading to a problem of efficiently mapping of the required MVGRNG on an FPGA.

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