Intel® Math Kernel Library 2018 Update 1 Developer Guide
NaN checking on matrix input can be expensive. By default, NaN checking is turned on. LAPACKE provides a way to set it through the environment variable:
The other way is to call the LAPACKE_set_nancheck flag; see the Developer Reference for C's Support Functions section for more information.
Note that the NaN-checking flag value set by the call to LAPACKE_set_nancheck will always have higher priority than the environment variable LAPACKE_NANCHECK.