Wrap magma_init `with ctx`

theano/gpuarray/linalg.py

@@ -379,6 +379,7 @@ class GpuMagmaBase(COp):
         from skcuda.magma import magma_init
         ctx = node.inputs[0].type.context
         if not getattr(ctx, 'is_magma_initialized', False):
+            with ctx:
                 magma_init()
                 ctx.is_magma_initialized = True