Multithreading behaviour change when linking a static library to a program

I have been developing an efficient sparse matrix solver that uses the concept of multithreading (C++11 std::thread) for the past year. Doing a stand alone test on my code works perfect and all expectations were exceeded. However, when linking the code (as a static library) to the software I am developing for, the performance was way worse and from what I can see in CPU loads in task manager, all threads are running on the same core which was not the case during the standalone testing. Does system loading have anything to do with this ?

I don't have access to the software code.

Anyone has any advice or have any explanation ?