Distributions: switch default RNG from MersenneTwister to SystemRandomSource

src/Numerics/Distributions/Bernoulli.cs

@@ -59,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the Bernoulli parameter is not in the range [0,1].</exception>
         public Bernoulli(double p)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(p);
         }
 
@@ -71,7 +71,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the Bernoulli parameter is not in the range [0,1].</exception>
         public Bernoulli(double p, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(p);
         }
 
@@ -124,7 +124,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Beta.cs

@@ -66,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="b">The β shape parameter of the Beta distribution. Range: β ≥ 0.</param>
         public Beta(double a, double b)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(a, b);
         }
 
@@ -78,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Beta(double a, double b, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(a, b);
         }
 
@@ -132,7 +132,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Binomial.cs

@@ -62,7 +62,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Binomial(double p, int n)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(p, n);
         }
 
@@ -76,7 +76,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Binomial(double p, int n, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(p, n);
         }
 
@@ -142,7 +142,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Categorical.cs

@@ -66,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If any of the probabilities are negative or do not sum to one.</exception>
         public Categorical(double[] probabilityMass)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(probabilityMass);
         }
 
@@ -79,7 +79,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If any of the probabilities are negative or do not sum to one.</exception>
         public Categorical(double[] probabilityMass, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(probabilityMass);
         }
 
@@ -105,7 +105,7 @@ namespace MathNet.Numerics.Distributions
                 p[i] = histogram[i].Count;
             }
 
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(p);
         }
 
@@ -208,7 +208,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Cauchy.cs

@@ -66,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (γ) of the distribution. Range: γ > 0.</param>
         public Cauchy(double location, double scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(location, scale);
         }
 
@@ -78,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Cauchy(double location, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(location, scale);
         }
 
@@ -132,7 +132,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Chi.cs

@@ -59,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (k) of the distribution. Range: k > 0.</param>
         public Chi(double freedom)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(freedom);
         }
 
@@ -70,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Chi(double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(freedom);
         }
 
@@ -113,7 +113,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ChiSquared.cs

@@ -57,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (k) of the distribution. Range: k > 0.</param>
         public ChiSquared(double freedom)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(freedom);
         }
 
@@ -68,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public ChiSquared(double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(freedom);
         }
 
@@ -111,7 +111,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ContinuousUniform.cs

@@ -67,7 +67,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the lower bound.</exception>
         public ContinuousUniform(double lower, double upper)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(lower, upper);
         }
 
@@ -80,7 +80,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the lower bound.</exception>
         public ContinuousUniform(double lower, double upper, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(lower, upper);
         }
 
@@ -134,7 +134,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/ConwayMaxwellPoisson.cs

@@ -87,7 +87,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="nu">The rate of decay (ν) parameter. Range: ν ≥ 0.</param>
         public ConwayMaxwellPoisson(double lambda, double nu)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(lambda, nu);
         }
 
@@ -99,7 +99,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public ConwayMaxwellPoisson(double lambda, double nu, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(lambda, nu);
         }
 
@@ -164,7 +164,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Dirichlet.cs

@@ -57,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="alpha">An array with the Dirichlet parameters.</param>
         public Dirichlet(double[] alpha)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(alpha);
         }
 
@@ -69,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Dirichlet(double[] alpha, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(alpha);
         }
 
@@ -87,7 +87,7 @@ namespace MathNet.Numerics.Distributions
                 parm[i] = alpha;
             }
 
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(parm);
         }
 
@@ -106,7 +106,7 @@ namespace MathNet.Numerics.Distributions
                 parm[i] = alpha;
             }
 
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(parm);
         }
 
@@ -180,7 +180,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/DiscreteUniform.cs

@@ -60,7 +60,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="upper">Upper bound. Range: lower ≤ upper.</param>
         public DiscreteUniform(int lower, int upper)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(lower, upper);
         }
 
@@ -72,7 +72,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public DiscreteUniform(int lower, int upper, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(lower, upper);
         }
 
@@ -139,7 +139,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Erlang.cs

@@ -60,7 +60,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate or inverse scale (λ) of the Erlang distribution. Range: λ ≥ 0.</param>
         public Erlang(int shape, double rate)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(shape, rate);
         }
 
@@ -72,7 +72,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Erlang(int shape, double rate, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(shape, rate);
         }
 
@@ -167,7 +167,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Exponential.cs

@@ -57,7 +57,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate (λ) parameter of the distribution. Range: λ ≥ 0.</param>
         public Exponential(double rate)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(rate);
         }
 
@@ -68,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Exponential(double rate, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(rate);
         }
 
@@ -111,7 +111,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/FisherSnedecor.cs

@@ -59,7 +59,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="d2">The second degree of freedom (d2) of the distribution. Range: d2 > 0.</param>
         public FisherSnedecor(double d1, double d2)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(d1, d2);
         }
 
@@ -71,7 +71,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public FisherSnedecor(double d1, double d2, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(d1, d2);
         }
 
@@ -125,7 +125,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Gamma.cs

@@ -67,7 +67,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="rate">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0.</param>
         public Gamma(double shape, double rate)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(shape, rate);
         }
 
@@ -79,7 +79,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Gamma(double shape, double rate, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(shape, rate);
         }
 
@@ -174,7 +174,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Geometric.cs

@@ -58,7 +58,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="p">The probability (p) of generating one. Range: 0 ≤ p ≤ 1.</param>
         public Geometric(double p)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(p);
         }
 
@@ -69,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Geometric(double p, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(p);
         }
 
@@ -122,7 +122,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Hypergeometric.cs

@@ -64,7 +64,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="draws">The number of draws without replacement (n).</param>
         public Hypergeometric(int population, int success, int draws)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(population, success, draws);
         }
 
@@ -77,7 +77,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Hypergeometric(int population, int success, int draws, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(population, success, draws);
         }
 
@@ -129,7 +129,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/InverseGamma.cs

@@ -61,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (β) of the distribution. Range: β > 0.</param>
         public InverseGamma(double shape, double scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(shape, scale);
         }
 
@@ -73,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public InverseGamma(double shape, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(shape, scale);
         }
 
@@ -127,7 +127,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/InverseWishart.cs

@@ -66,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale matrix (Ψ) for the inverse Wishart distribution.</param>
         public InverseWishart(double degreesOfFreedom, Matrix<double> scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -78,7 +78,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public InverseWishart(double degreesOfFreedom, Matrix<double> scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -157,7 +157,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Laplace.cs

@@ -70,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Laplace(double location, double scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(location, scale);
         }
 
@@ -83,7 +83,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Laplace(double location, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(location, scale);
         }
 
@@ -137,7 +137,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/LogNormal.cs

@@ -63,7 +63,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="sigma">The shape (σ) of the logarithm of the distribution. Range: σ ≥ 0.</param>
         public LogNormal(double mu, double sigma)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(mu, sigma);
         }
 
@@ -77,7 +77,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public LogNormal(double mu, double sigma, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(mu, sigma);
         }
 
@@ -169,7 +169,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/MatrixNormal.cs

@@ -75,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the dimensions of the mean and two covariance matrices don't match.</exception>
         public MatrixNormal(Matrix<double> m, Matrix<double> v, Matrix<double> k)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(m, v, k);
         }
 
@@ -89,7 +89,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If the dimensions of the mean and two covariance matrices don't match.</exception>
         public MatrixNormal(Matrix<double> m, Matrix<double> v, Matrix<double> k, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(m, v, k);
         }
 
@@ -199,7 +199,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Multinomial.cs

@@ -75,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Multinomial(double[] p, int n)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(p, n);
         }
 
@@ -90,7 +90,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentOutOfRangeException">If <paramref name="n"/> is negative.</exception>
         public Multinomial(double[] p, int n, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(p, n);
         }
 
@@ -119,7 +119,7 @@ namespace MathNet.Numerics.Distributions
             }
 
             SetParameters(p, n);
-            RandomSource = MersenneTwister.Default;
+            RandomSource = SystemRandomSource.Default;
         }
 
         /// <summary>
@@ -202,7 +202,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/NegativeBinomial.cs

@@ -61,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="p">The probability (p) of a trial resulting in success. Range: 0 ≤ p ≤ 1.</param>
         public NegativeBinomial(double r, double p)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(r, p);
         }
 
@@ -73,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public NegativeBinomial(double r, double p, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(r, p);
         }
 
@@ -140,7 +140,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
         /// <summary>
         /// Gets the mean of the distribution.

src/Numerics/Distributions/Normal.cs

@@ -82,7 +82,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="stddev">The standard deviation (σ) of the normal distribution. Range: σ ≥ 0.</param>
         public Normal(double mean, double stddev)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(mean, stddev);
         }
 
@@ -95,7 +95,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Normal(double mean, double stddev, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(mean, stddev);
         }
 
@@ -225,7 +225,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/NormalGamma.cs

@@ -119,7 +119,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="precisionInverseScale">The inverse scale of the precision.</param>
         public NormalGamma(double meanLocation, double meanScale, double precisionShape, double precisionInverseScale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(meanLocation, meanScale, precisionShape, precisionInverseScale);
         }
 
@@ -133,7 +133,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public NormalGamma(double meanLocation, double meanScale, double precisionShape, double precisionInverseScale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(meanLocation, meanScale, precisionShape, precisionInverseScale);
         }
 
@@ -223,7 +223,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Pareto.cs

@@ -62,7 +62,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> or <paramref name="shape"/> are negative.</exception>
         public Pareto(double scale, double shape)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(scale, shape);
         }
 
@@ -75,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> or <paramref name="shape"/> are negative.</exception>
         public Pareto(double scale, double shape, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(scale, shape);
         }
 
@@ -129,7 +129,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Poisson.cs

@@ -56,7 +56,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="System.ArgumentOutOfRangeException">If <paramref name="lambda"/> is equal or less then 0.0.</exception>
         public Poisson(double lambda)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(lambda);
         }
 
@@ -68,7 +68,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="System.ArgumentOutOfRangeException">If <paramref name="lambda"/> is equal or less then 0.0.</exception>
         public Poisson(double lambda, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(lambda);
         }
 
@@ -123,7 +123,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Rayleigh.cs

@@ -61,7 +61,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Rayleigh(double scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(scale);
         }
 
@@ -73,7 +73,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If <paramref name="scale"/> is negative.</exception>
         public Rayleigh(double scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(scale);
         }
 
@@ -116,7 +116,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Stable.cs

@@ -66,7 +66,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="location">The location (μ) of the distribution.</param>
         public Stable(double alpha, double beta, double scale, double location)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(alpha, beta, scale, location);
         }
 
@@ -80,7 +80,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Stable(double alpha, double beta, double scale, double location, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(alpha, beta, scale, location);
         }
 
@@ -157,7 +157,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/StudentT.cs

@@ -70,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// </summary>
         public StudentT()
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(0.0, 1.0, 1.0);
         }
 
@@ -83,7 +83,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="freedom">The degrees of freedom (ν) for the distribution. Range: ν > 0.</param>
         public StudentT(double location, double scale, double freedom)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(location, scale, freedom);
         }
 
@@ -97,7 +97,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public StudentT(double location, double scale, double freedom, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(location, scale, freedom);
         }
 
@@ -162,7 +162,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Triangular.cs

@@ -60,7 +60,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the mode or if the mode is smaller than the lower bound.</exception>
         public Triangular(double lower, double upper, double mode)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(lower, upper, mode);
         }
 
@@ -74,7 +74,7 @@ namespace MathNet.Numerics.Distributions
         /// <exception cref="ArgumentException">If the upper bound is smaller than the mode or if the mode is smaller than the lower bound.</exception>
         public Triangular(double lower, double upper, double mode, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(lower, upper, mode);
         }
 
@@ -130,7 +130,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Weibull.cs

@@ -70,7 +70,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale (λ) of the Weibull distribution. Range: λ > 0.</param>
         public Weibull(double shape, double scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(shape, scale);
         }
 
@@ -82,7 +82,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Weibull(double shape, double scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(shape, scale);
         }
 
@@ -137,7 +137,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Wishart.cs

@@ -75,7 +75,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="scale">The scale matrix (V) for the Wishart distribution.</param>
         public Wishart(double degreesOfFreedom, Matrix<double> scale)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -87,7 +87,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Wishart(double degreesOfFreedom, Matrix<double> scale, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(degreesOfFreedom, scale);
         }
 
@@ -171,15 +171,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set
-            {
-                if (value == null)
-                {
-                    throw new ArgumentNullException();
-                }
-
-                _random = value;
-            }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>

src/Numerics/Distributions/Zipf.cs

@@ -69,7 +69,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="n">The n parameter of the distribution.</param>
         public Zipf(double s, int n)
         {
-            _random = MersenneTwister.Default;
+            _random = SystemRandomSource.Default;
             SetParameters(s, n);
         }
 
@@ -81,7 +81,7 @@ namespace MathNet.Numerics.Distributions
         /// <param name="randomSource">The random number generator which is used to draw random samples.</param>
         public Zipf(double s, int n, System.Random randomSource)
         {
-            _random = randomSource ?? MersenneTwister.Default;
+            _random = randomSource ?? SystemRandomSource.Default;
             SetParameters(s, n);
         }
 
@@ -146,7 +146,7 @@ namespace MathNet.Numerics.Distributions
         public System.Random RandomSource
         {
             get { return _random; }
-            set { _random = value ?? MersenneTwister.Default; }
+            set { _random = value ?? SystemRandomSource.Default; }
         }
 
         /// <summary>