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ccb331707e
This feature has been in the queue for a long time (see https://github.com/jax-ml/jax/issues/1259), and some folks have found that they can use `pure_callback` to call the CPU version as a workaround. It has recently come up that there can be issues when using `pure_callback` with JAX calls in the body (https://github.com/jax-ml/jax/issues/24255; this should be investigated separately). This change adds a native solution for computing `lax.linalg.eig` on GPU. By default, this is implemented by calling LAPACK on host directly because this has good performance for small to moderately sized problems (less than about 2048^2). For larger matrices, a GPU-backed implementation based on [MAGMA](https://icl.utk.edu/magma/) can have significantly better performance. (I should note that I haven't done a huge amount of benchmarking yet, but this was the breakeven point used by PyTorch, and I find roughly similar behavior so far.) We don't want to add MAGMA as a required dependency, but if a user has installed it, JAX can use it when the `jax_gpu_use_magma` configuration variable is set to `"on"`. By default, we try to dlopen `libmagma.so`, but the path to a non-standard installation location can be specified using the `JAX_GPU_MAGMA_PATH` environment variable. PiperOrigin-RevId: 697631402
jaxlib: support library for JAX
jaxlib is the support library for JAX. While JAX itself is a pure Python package, jaxlib contains the binary (C/C++) parts of the library, including Python bindings, the XLA compiler, the PJRT runtime, and a handful of handwritten kernels. For more information, including installation and build instructions, refer to main JAX README: https://github.com/jax-ml/jax/.