Update use_mkldnn in LSTM op to avoid input and parameter not in the same device (#102050)
This PR is to fix https://github.com/pytorch/pytorch/issues/101935.
Only when input, parameters and hidden states are all in CPU device, LSTM will go into oneDNN fast path implementation. Otherwise, it will fallback to the original implmentation.
Note here, if input and parameters are indeed not in the same device, it will encounter Error `Input and parameter tensors are not at the same device, found input tensor......` in `check_attributes`. Therefore, the proper usage of LSTM is `input.to(device)` and `model.to(device)` together.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/102050
Approved by: https://github.com/XiaobingSuper, https://github.com/albanD
