Python 2.7.13
NumPy 1.12.0 (Debian package)

As the title says:

$ python -c 'import numpy as np; np.seterr(all="raise"); np.abs(np.nan)'
Traceback (most recent call last):
  File "<string>", line 1, in <module>
FloatingPointError: invalid value encountered in absolute

Something is going on in numpy to cause this. Simply running fabs on a NaN in C doesn't set any FP exception flags. I can run things on MIPS machines for you, but I'm not sure where to start in debugging this.