c++ program behaving different when profiling

Question

I would like to profile some c++ code using gprof. I compile the program exactly like normal but with -pg added at the end; i.e. something like

g++ prog.cpp $(OBJECTS) -lgmp -lgmpxx -lmpfr -lmpc -msse2 -std=c++11 -O2 -o prog_P -pg

However when I run the resulting executable I get a bunch of errors that are not normally there. Specifically they are from the zkcm multiprecision library:

Warning: in zkcm_gauss::gauss, partial pivoting failed.

This is bad news for my LU decomposition. Any ideas?

EDIT: I use cygwin