diff --git a/src/shogun/lib/external/dSFMT/dSFMT-common.h b/src/shogun/lib/external/dSFMT/dSFMT-common.h
index 30c26c08bed..c8be800f7e1 100644
--- a/src/shogun/lib/external/dSFMT/dSFMT-common.h
+++ b/src/shogun/lib/external/dSFMT/dSFMT-common.h
@@ -21,7 +21,7 @@
 #ifndef DSFMT_COMMON_H
 #define DSFMT_COMMON_H
 
-#include "dSFMT.h"
+#include <shogun/lib/external/dSFMT/dSFMT.h>
 
 #if defined(HAVE_SSE2)
 #  include <emmintrin.h>
diff --git a/src/shogun/lib/external/dSFMT/dSFMT-params.h b/src/shogun/lib/external/dSFMT/dSFMT-params.h
index aa024780048..50e442bd6df 100644
--- a/src/shogun/lib/external/dSFMT/dSFMT-params.h
+++ b/src/shogun/lib/external/dSFMT/dSFMT-params.h
@@ -1,7 +1,7 @@
 #ifndef DSFMT_PARAMS_H
 #define DSFMT_PARAMS_H
 
-#include "dSFMT.h"
+#include <shogun/lib/external/dSFMT/dSFMT.h>
 
 /*----------------------
   the parameters of DSFMT
@@ -55,25 +55,25 @@
 #endif
 
 #if DSFMT_MEXP == 521
-  #include "dSFMT-params521.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params521.h>
 #elif DSFMT_MEXP == 1279
-  #include "dSFMT-params1279.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params1279.h>
 #elif DSFMT_MEXP == 2203
-  #include "dSFMT-params2203.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params2203.h>
 #elif DSFMT_MEXP == 4253
-  #include "dSFMT-params4253.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params4253.h>
 #elif DSFMT_MEXP == 11213
-  #include "dSFMT-params11213.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params11213.h>
 #elif DSFMT_MEXP == 19937
-  #include "dSFMT-params19937.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params19937.h>
 #elif DSFMT_MEXP == 44497
-  #include "dSFMT-params44497.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params44497.h>
 #elif DSFMT_MEXP == 86243
-  #include "dSFMT-params86243.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params86243.h>
 #elif DSFMT_MEXP == 132049
-  #include "dSFMT-params132049.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params132049.h>
 #elif DSFMT_MEXP == 216091
-  #include "dSFMT-params216091.h"
+  #include <shogun/lib/external/dSFMT/dSFMT-params216091.h>
 #else
 #ifdef __GNUC__
   #error "DSFMT_MEXP is not valid."
diff --git a/src/shogun/lib/external/dSFMT/dSFMT.c b/src/shogun/lib/external/dSFMT/dSFMT.c
index e86449ac32a..c7e638d7ca1 100644
--- a/src/shogun/lib/external/dSFMT/dSFMT.c
+++ b/src/shogun/lib/external/dSFMT/dSFMT.c
@@ -14,8 +14,8 @@
 #include <stdio.h>
 #include <string.h>
 #include <stdlib.h>
-#include "dSFMT-params.h"
-#include "dSFMT-common.h"
+#include <shogun/lib/external/dSFMT/dSFMT-params.h>
+#include <shogun/lib/external/dSFMT/dSFMT-common.h>
 
 #if defined(__cplusplus)
 extern "C" {