We present an efficient general method for realizing a quantum walk operator corresponding to an arbitrary sparse classical random walk. Our approach is based on Grover and Rudolph\u27s method for preparing coherent versions of efficiently integrable probability distributions [1]. This method is intended for use in quantum walk algorithms with polynomial speedups, whose complexity is usually measured in terms of how many times we have to apply a step of a quantum walk [2], compared to the number of necessary classical Markov chain steps. We consider a finer notion of complexity including the number of elementary gates it takes to implement each step of the quantum walk with some desired accuracy. The difference in complexity for various imp...