I have a multi-threaded simulation program that uses System.Random.NextDouble() a lot:

let rseed = new System.Random()
let rnd() = rseed.NextDouble()

But NextDouble() is not thread-safe, so I fix this with:

let rnd() = lock rseed ( fun _ -> rseed.NextDouble() )

But the lock slows things down a lot. So how about using thread local seeds and avoid the lock:

[<ThreadStatic>]

let mutable rseed = new System.Random()

let rnd() = rseed.NextDouble()

Sadly, this issues a warning about explicitly initializing rseed for each thread:

Thread static variables must be explicitly re-initialized on each thread where they are used. The initial binding will only be executed once, for the first thread that triggers the initialization bindings of the containing module. Other threads may see a zero or null value for this field. Consider using None or 0 as the initial value for such variables.

Now, I could write a function to fix this, but this solution seems worse than just locking.
Has anyone got a better idea?