Add INSTALL.md file.

[pelesh]

Description

Add more detailed installation instructions for GridKit.

Proposed changes

Add INSTALL.md file with detailed installation instructions and relevant links.

Checklist

• All tests pass.
• Code compiles cleanly with flags -Wall -Wpedantic -Wconversion -Wextra.
• The new code follows GridKit™ style guidelines.
• N/A There are unit tests for the new code.
• The new code is documented.
• The feature branch is rebased with respect to the target branch.
• I have updated CHANGELOG.md to reflect the changes in this PR. If this is a minor PR that is part of a larger fix already included in the file, state so.

Further comments

[lukelowry]

This is very helpful, thank you. Perhaps out of scope, but please consider updating the dev container as well to make setting up the Enzyme dev environment on new machines easier. Otherwise the new instructions are clear from my perspective

[ianmtaylor1]

Everything except the ipopt/HSL instructions looks good to me and mirrors what I did to install on Ubuntu 24.04. I just have a few suggestions for things that may be worth noting:

1. If suitesparse is installed in the default system location via the package manager, then its directories don't need to be specified when building SUNDIALS. In my experience they're found automatically.
2. The built-in Ubuntu package coinor-libipopt-dev will not work for ipopt. (I had installed this and thought it was working, but GridKit_ENABLE_IPOPT wasn't set. Setting it caused errors due to the Ubuntu package having an old version of an ipopt header: https://list.coin-or.org/pipermail/ipopt/2018-February/004545.html)

[pelesh]

Everything except the ipopt/HSL instructions looks good to me and mirrors what I did to install on Ubuntu 24.04. I just have a few suggestions for things that may be worth noting:

1. If suitesparse is installed in the default system location via the package manager, then its directories don't need to be specified when building SUNDIALS. In my experience they're found automatically.
2. The built-in Ubuntu package coinor-libipopt-dev will not work for ipopt. (I had installed this and thought it was working, but GridKit_ENABLE_IPOPT wasn't set. Setting it caused errors due to the Ubuntu package having an old version of an ipopt header: https://list.coin-or.org/pipermail/ipopt/2018-February/004545.html)

The instructions assume you are installing everything from scratch. When mixing pre-built binaries with custom built packages one has to ensure versions are compatible as you pointed out. I should add that clarification to the installation instructions.