Unexpected NaN with clbas_dgemm

I am calculating a correlation matrix and am getting a weird issue. I have a 15x6 matrix R getting read into a subroutine correlation.c which calculates a 6x6 correlation matrix cor based off of the covariance matrix of R. My code looks like this

#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <mkl.h>
#include "params.h"

void show_matrix(REAL *A, int n_dim, int m_dim);

REAL *correlation(REAL *A, int n_dim, int m_dim)
{
   int diag;
   REAL *cvm = (REAL*)_mm_malloc(sizeof(REAL) * n_dim * n_dim, 64);
   REAL *cor = (REAL*)_mm_malloc(sizeof(REAL) * n_dim * n_dim, 64);
   REAL *colavg = (REAL*)_mm_malloc(sizeof(REAL) * n_dim, 64);

   if (cvm == NULL || colavg == NULL)
   {
      printf("\nERROR: Cannot allocate memory for matrices in CORRELATION. Aborting...\n\n");
      exit(EXIT_FAILURE);
   }
   else
   {
      memset(cvm,0.0,sizeof(cvm));
      memset(cor,0.0,sizeof(cor));
      memset(colavg,0.0,sizeof(colavg));
   }

   /* Calculate column averages */
   for (int i = 0; i < n_dim; i++)
   {
      for (int j = 0; j < m_dim; j++)
      {
         colavg[i] += A[j * n_dim + i];
      }
      colavg[i] /= m_dim;
   }

   /* Calculate covariance matrix */
   for (int i = 0; i < m_dim; i++)
   {
      int indx = i * n_dim;
      for (int j = 0; j < n_dim; j++)
      {
         A[indx + j] -= colavg[j];
      }
   }
   printf("A in\n");
   show_matrix(A, m_dim, n_dim);
   cblas_dgemm(CblasRowMajor, CblasTrans, CblasNoTrans, n_dim, n_dim, m_dim, 1.0, A, n_dim, A, n_dim, 1.0, cvm, n_dim);
   printf("cvm out\n");
   show_matrix(cvm, n_dim, n_dim);
   for (int i = 0; i < n_dim; i++)
   {
      int indx = i * n_dim;
      for (int j = 0; j < n_dim; j++)
      {
         cvm[indx + j] /= (m_dim - 1);
      }
   }
   printf("cvm final\n");
   show_matrix(cvm, n_dim, n_dim);

   /* Calculate correlation matrix */
   diag = n_dim + 1;
   for (int i = 0; i < n_dim; i++)
   {
      int indx = i * n_dim;
      int idiag = i * diag;
      for (int j = 0; j <= i; j++)
      {
         cor[indx + j] = cvm[indx + j] / sqrt(cvm[idiag] * cvm[j * diag]);
      }
   }
   printf("cor\n");
   show_matrix(cor, n_dim, n_dim);

   return cor;

The "A in" debug print gives my expected input of

A in
1.53400  1.53400  -1.53400  -1.53400  0.48900  -0.31900
-0.88700  -0.48900  0.88700  -0.88700  -0.15700  0.67400
-0.48900  0.67400  -0.48900  1.15000  1.53400  -0.48900
0.88700  0.00000  -0.67400  0.31900  -0.00000  -1.53400
1.15000  -0.31900  0.48900  0.67400  0.15700  1.15000
0.15700  -1.53400  -0.88700  -0.67400  -0.31900  0.15700
-1.15000  -0.67400  -0.15700  0.15700  -1.53400  -0.15700
0.00000  -0.88700  0.15700  -0.31900  -0.67400  0.88700
0.31900  -0.15700  0.67400  0.88700  0.67400  1.53400
-0.31900  0.15700  -0.31900  -1.15000  1.15000  -0.88700
-1.53400  0.88700  1.15000  1.53400  -0.48900  -1.15000
-0.15700  -1.15000  1.53400  -0.15700  -1.15000  -0.67400
0.48900  0.48900  -1.15000  0.48900  -0.88700  -0.00000
0.67400  0.31900  0.31900  0.00000  0.88700  0.31900
-0.67400  1.15000  0.00000  -0.48900  0.31900  0.48900

However the "cvm out" debug print gives something a little bit goofy

cvm out
10.56446  1.02348  -4.93052  -2.46705  2.76175  1.84661
1.02348  10.56446  -3.30580  0.74990  -nan  -2.39809
-4.93052  -3.30580  10.56446  3.56732  -2.08079  2.00943
-2.46705  0.74990  3.56732  10.56446  -0.43575  -0.31520
2.76175  5.11138  -2.08079  -0.43575  10.56446  0.55179
1.84661  -2.39809  2.00943  -0.31520  0.55179  10.56446

Why is that NaN there?! The symmetric value across the diagonal is correct! Very weird!

I am currently working around it by working only on the lower half, which works due to the matrix being SPD, but I'm very curious about this rogue NaN.

Any ideas?