title: CI-build produces NaNs from Eigen matrix operations. local build works fine
body: <p>I am cross-building c++ numerical code (cannot show it at the current stage publicly) on Linux host using mingw-w64 which uses Eigen. When I run the build locally, the resulting binary runs under Windows (different machine). I reproduced (as far as I can tell) the same build process (same Linux distro/version, same packages installed etc) using the Github Actions CI, but the resulting binary, uploaded as CI artifact, returns NaNs from the matrix operations (the rest of the code runs fine, just the numerical part breaks).</p>
  <p>Before I try to isocate the issue, which will be laborious (building a small numerics-only MWE, testing how it runs when built locally and when by the CI), anyone has an idea about what can be going on? Or where to start looking?</p>
  <p>If the target arch was different (<code>-march</code>, <code>-mtune</code> parameters, which I don't set explicitly during the build process at all; and I assume the default is not <code>-march=native</code>?), I would get invalid instruction error, rather than just producing NaNs instead of meaningful numbers?</p>