TST: add a test for lapack_lite thread safety

Author: ngoldbaum

numpy/_core/tests/test_multithreading.py

@@ -71,3 +71,16 @@ def func(count):
             (alarge + blarge) - 2
 
     run_threaded(func, 100, pass_count=True)
+
+
+def test_eigvalsh_thread_safety():
+    # if lapack isn't thread safe this will randomly segfault or error
+    # see gh-24512
+    rng = np.random.RandomState(873699172)
+    matrices = (
+        rng.random((5, 10, 10, 3, 3)),
+        rng.random((5, 10, 10, 3, 3)),
+    )
+
+    run_threaded(lambda i: np.linalg.eigvalsh(matrices[i]), 2,
+                 pass_count=True)