Following suggesion of user Annalee (Intel)
in her reply: "The NAN may occur within the zheevr calculations but not cause the final result to NAN. Alternatively, flush to zero may result in a NAN that does not otherwise occur. If your question is specific to MKL, I would suggest posting on the MKL forum as well."
I would like ask about details of the feature above. Is it possible to skip catching NaN in zheevr exceptions with -fpe0 using fotran compiler and track NaNs only in the remaining code? So far I am not able to track a real source of NaN in my program due to artificial NaNs detected inside a zheevr and happening before true source of NaN is located. (input and output contains no NaN, also stat variable is set to 0 after evaluation of zheevr. Ouput was checked, when I recompiled my program without -fpe0 flag).
I have recompiled file containing the call to zheevr withouf -fpe0 flag and linked it this way to my program, but this did not really help: It seem that NaN trapping is unable to locate a particular line which throws NaN, but it is able to locate the envelopping routine that contains zheevr. I have reducer the "resolution" of tracking, but the triggering factor is still zheevr.