The code in http://folk.uio.no/sgaure/tcross.f90 is a f90 version of the tcrossprod test in the tests directory of R-2.12.0 (reg-tests-1b.R, heading "## most likely indicates an inaedquate BLAS.")
It produces 0 instead of NaN for an entry (2. row, 3. column) of a particular matrix product (a NaN*0 case). Linking with acml 4.1.0 (same executable, different LD_LIBRARY_PATH) produces the correct NaN value.
The library in question is ifort64 on a linux system.
Are there any workarounds for this behaviour? (R is quite standardized w.r.t. NaN-handling, this behaviour is unfortunate).