There are two listed below limitations with Intel® Math Kernel Library (Intel® MKL) 11.3 Update 3 which were discovered recently. The official fix of these issues will be available the nearest update Intel MKL 11.3.4.
If you require an immediate Intel MKL update to address these issues, please submit a ticket at Intel Premier Support (https://premier.intel.com) for the Intel MKL product.
Intel MKL 11.3 Update 3 SGEMM and DGEMM functions on 64-bit Intel AVX2 and second generation of Intel® Xeon Phi™ Product Family may produce incorrect results when called from nested OpenMP regions. Workarounds include setting the environment variable, export OMP_NESTED=1, or calling the function, omp_set_nested(1), before calling the SGEMM or DGEMM functions.
Intel MKL PARDISO produces incorrect results due to an issue with the nested dissection reordering algorithm (iparm=2). To work around this issue, set iparm = 0 to use the minimum degree algorithm for reordering.