A Compact and Accurate Gaussian Variate Generator

Abstract

A compact, fast, and accurate realization of a digital Gaussian variate generator (GVG) based on the Box-Muller algorithm is presented. The proposed GVG has a faster Gaussian sample generation rate and higher tail accuracy with a lower hardware cost than published designs. The GVG design can be readily configured to achieve arbitrary tail accuracy (i.e., with a proposed 16-bit datapath up to plusmn15 times the standard deviation sigma) with only small variations in hardware utilization, and without degrading the output sample rate. Polynomial curve fitting is utilized along with a hybrid (i.e., combination of logarithmic and uniform) segmentation and a scaling scheme to maintain accuracy. A typical instantiation of the proposed GVG occupies only 534 configurable slices, two on-chip block memories, and three dedicated multipliers of the Xilinx Virtex-II XC2V4000-6 field-programmable gate array (FPGA) and operates at 248 MHz, generating 496 million Gaussian variates (GVs) per second within a range of plusmn6.66sigma. To accurately achieve a range of plusmn9.4sigma, the GVG uses 852 configurable slices, three block memories, and three on-chip dedicated multipliers of the same FPGA while still operating at 248 MHz, generating 496 million GVs per second. The core area and performance of a GVG implemented in a 90-nm CMOS technology are also given. The statistical characteristics of the GVG are evaluated and confirmed using multiple standard statistical goodness-of-fit tests.