Fix SVD error code handling for OpenBLAS 0.3.15+ and MKL 2022+ (again) (#72357) (#72513)
Summary:
This PR was opened as copy of https://github.com/pytorch/pytorch/pull/68812 by request https://github.com/pytorch/pytorch/pull/68812#issuecomment-1030215862.
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Fixes https://github.com/pytorch/pytorch/issues/67693.
Reference LAPACK (used in OpenBLAS) changed info error code for svd when inputs contain non-finite numbers. In PyTorch, we raise an internal assert error for negative `info` error codes because usually, it would indicate the wrong implementation. However, this is not the case with SVD now in newer versions of LAPACK. MKL (tried 2021.4.0) still gives a positive error code for this kind of input. This change aligns with the OpenBLAS and MKL behavior in our code.
MKL 2022 has uses the latest reference LAPACK behavior and returns the same `info` as OpenBLAS 0.3.15+
This PR also fixes https://github.com/pytorch/pytorch/issues/71645 that is due to the updated MKL version in CI.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/72357
Reviewed By: albanD
Differential Revision: D34012245
Pulled By: ngimel
fbshipit-source-id: 2b66c173cc3458d8c766b542d0d569191cdce310
(cherry picked from commit fa29e65611ea5028bf6d2d3c151d79e6c9e4ffef)
