- Add call to `at::globalContext().userEnabledMkldnn()` to `apply_mkldnn_matmul_heur`
- Surround calls to `mkldnn_matmul` with `try {} catch {}`
- Print warning and fall back to BLAS (by calling  `at::globalContext().setUserEnabledMkldnn()`) if `mkldnn_matmul()` fails

Test plan: On Linux arm run:
```shell
$ sudo chmod 400 /sys; python -c "import torch;m=torch.nn.Linear(1, 32);print(torch.__version__);print(m(torch.rand(32, 1)))"
Error in cpuinfo: failed to parse the list of possible processors in /sys/devices/system/cpu/possible
Error in cpuinfo: failed to parse the list of present processors in /sys/devices/system/cpu/present
Error in cpuinfo: failed to parse both lists of possible and present processors
2.3.0.dev20231215
bad err=11 in Xbyak::Error
bad err=11 in Xbyak::Error
/home/ubuntu/miniconda3/envs/py311/lib/python3.11/site-packages/torch/nn/modules/linear.py:116: UserWarning: mkldnn_matmul failed, switching to BLAS gemm:internal error (Triggered internally at /pytorch/aten/src/ATen/native/LinearAlgebra.cpp:1509.)
  return F.linear(input, self.weight, self.bias)
tensor([[-0.5183,  0.2279, -0.4035,  ..., -0.3446,  0.0938, -0.2113],
        [-0.5111,  0.2362, -0.3821,  ..., -0.3536,  0.1011, -0.2159],
        [-0.6387,  0.0894, -0.7619,  ..., -0.1939, -0.0282, -0.1344],
        ...,
        [-0.6352,  0.0934, -0.7516,  ..., -0.1983, -0.0247, -0.1366],
        [-0.4790,  0.2733, -0.2862,  ..., -0.3939,  0.1338, -0.2365],
        [-0.5702,  0.1682, -0.5580,  ..., -0.2796,  0.0412, -0.1782]],
       grad_fn=<AddmmBackward0>)
```
Fixes #114750

Pull Request resolved: #115936
Approved by: https://github.com/lezcano