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BBobb6
Beginner
149 Views

Inverse Transform Sampling method on FPGA ( pseudo random number generation)

Hi,

 

I am working on pseudo random number generation topic. To be precise,  Inverse Transform Sampling method , i.e., a method for generating sample numbers at random from any probability distribution given its cumulative distribution function.

The problem that the inverse transform sampling method solves is as follows:

 

- Let X be a random variable whose distribution can be described by the cumulative distributive function Fx.

- I want to generate values of X which are distributed according to this distribution.

 

The exact reference of what I would like to implement on FPGA is : https://en.wikipedia.org/wiki/Inverse_transform_sa...

 

Questions:

- What would be the mathematical challenges? I mean challenges in context of natural log and then data types like integerfixed and floating points.

- What should be the right approach? I mean the starting point.

 

I am looking for some example codes (if any) and helping literature that would help me to understand the granularity of implementation on FPGA.

 

Looking forward to suggestions. Thanks a lot !

 

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2 Replies
SyafieqS_Intel
Moderator
66 Views

Hi Bobby,

 

You can easily use IP so called random number generator. It allows you to define the random sequence seed manually. The uniformly distributed integer number generator is a random sequence of 32 bit data, which can be interpreted as signed or unsigned integer. Refer to link below for details

 

https://www.intel.com/content/dam/www/programmable/us/en/pdfs/literature/ug/ug-random.pdf

 

Thanks,

Regards

BBobb6
Beginner
66 Views

thanks :-)

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