Hi,
Usually, when you set USE_UMFPACK=ON, UMFPACK is built automatically and linked as static library to NGSolve. Therefore we need a temporary install directory. Linking your own version of UMFPACK is currently not supported.
Concerning the build error we had an issue with Suitesparse/UMFPACK that was resolved last week, see this commit
sourceforge.net/p/ngsolve/git/ci/4790566...912d8491c75f9aa785c/
Please check out the latest master and try to build it from scratch again.
Regards,
Matthias