Use the latest PARALUTION (0.7).
Note: it is necessary to change the following in the PARALUTION source code:

diff --git "a/d:\\util\\paralution\\local_vector.cpp" "b/d:\\util\\paralution\\new\\local_vector.cpp"
index f1b2459..02f4c3f 100644
--- "a/d:\\util\\paralution\\local_vector.cpp"
+++ "b/d:\\util\\paralution\\new\\local_vector.cpp"
@@ -173,8 +173,6 @@ void LocalVector<ValueType>::SetDataPtr(ValueType **ptr, std::string name, const
   this->object_name_ = name;

   this->vector_->SetDataPtr(ptr, size);
-
-  *ptr = NULL;
 }

 template <typename ValueType>

diff --git "a/d:\\util\\paralution\\local_matrix.cpp" "b/d:\\util\\paralution\\new\\local_matrix.cpp"
index 54211e9..c24fe9f 100644
--- "a/d:\\util\\paralution\\local_matrix.cpp"
+++ "b/d:\\util\\paralution\\new\\local_matrix.cpp"
@@ -508,11 +508,6 @@ void LocalMatrix<ValueType>::SetDataPtrCSR(int **row_offset, int **col, ValueTyp

   this->matrix_->SetDataPtrCSR(row_offset, col, val,
                                nnz, nrow, ncol);
-
-  *row_offset = NULL ;
-  *col = NULL ;
-  *val = NULL ;
-
 }

 template <typename ValueType>