I have encountered an issue with the MKL error handling functions when mixing calls to BLAS, LAPACK, VML, and VSL in C. Essentially, the VML callback, which is being set using vmlSetErrorCallBack, is not being called; instead, it appears that xerbla is being called. When only making VML calls, the callback function set using vmlSetErrorCallBack is being called just fine, so it's only an issue when mixing with BLAS, LAPACK, and/or VSL (I haven't determine which causes this issue). I don't mind xerbla being used for BLAS, LAPACK, and VSL error handling, but if I set the VML callback function using vmlSetErrorCallBack, then I expect this callback function to be called to handle VML errors.
I think it would be best if MKL checked to see the value of the VML callback function pointer upon a VML error: if it's null, then call xerbla; otherwise, then call the VML callback function (which could also call xerbla, if desired). I'd like to request that this change be made to MKL.
Thanks,
Ben