Installing MPI4JAX can be tricky. You might find it helpful to consider the following steps when trying it in a Conda environment:
brew install open-mpi
mpich-mpicc
conda uninstall -c conda-forge mpich-mpicc
sudo apt install mpich
MPICC
env MPICC=/usr/bin/mpicc
x86_64-linux-gnu
conda install -c anaconda gcc_linux-64
mpi4jax
ENJOY :)
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