I've been trying to use Pardiso in MKL 10 (release 3), and seeing a variety of crashes, such as:
my.exe!_c_amuxy_pardiso() + 0x168e bytes Fortran
my.exe!_do_all_pardiso_fc() + 0x343d bytes Fortran
my.exe!_pardiso_c() + 0x1005 bytes C
Oddly enough, no crashes occur when the debugger is attached, which makes for some interesting debug opportunities.
Is this package not fully functional? The documentation seems downright contradictory about what is and isn't supported, especially in terms of symmetric/non-symmetric problems.