OpenMP Collapse(n)

Intel Compiler looks to be behaving oddly for the loop structure below when compared to GCC. 

!$OMP DO collapse(3) private(l,j,k)

DO l=1,n

    DO k=1,n

      DO j=1,n

                        a (j,k,l)=a(j,k,l)*b(j,k,l)

                ENDDO

         ENDDO  

ENDDO

!$OMP END DO

I am using the vectorization flags (-xavx).

Are there any Best Known Methods when using the 'collapse' clause with Intel Fortran Compilers with Vectorization?

Regards,

Sid