Add Metal debug option and capture functions (#707)

* Add Metal debug option and capture functions

* Add brief Metal debugger documentation

* doc nits

---------

Co-authored-by: Awni Hannun <awni@apple.com>

docs/src/dev/metal_debugger.rst

@@ -0,0 +1,52 @@
+Metal Debugger
+==============
+
+Profiling is a key step for performance optimization. You can build MLX with
+the ``MLX_METAL_DEBUG`` option to improve the Metal debugging and optimization
+workflow. The ``MLX_METAL_DEBUG`` debug option:
+
+* Records source during Metal compilation, for later inspection while
+  debugging.
+* Labels Metal objects such as command queues, improving capture readability.
+
+The ``metal::start_capture`` function initiates a capture of all MLX GPU work.
+
+.. code-block:: C++
+
+    int main() {
+        metal::start_capture("/Users/Jane/Developer/MLX.gputrace");
+
+        auto a = arange(10.f, 20.f, 1.f, float32);
+        auto b = arange(30.f, 40.f, 1.f, float32);
+        auto c = add(a, b);
+
+        eval(c);
+
+        metal::stop_capture();
+    }
+
+You can open and replay the GPU trace in Xcode. The ``Dependencies`` view
+has a great overview of all operations. Checkout the `Metal debugger
+documentation`_ for more information.
+
+.. image:: ../_static/metal_debugger/capture.png
+    :class: dark-light
+
+Xcode Workflow
+--------------
+
+You can skip saving to a path by running within Xcode. First, generate an Xcode
+project using CMake.
+
+.. code-block::
+
+    mkdir build && cd build
+    cmake .. -DMLX_METAL_DEBUG=ON -G Xcode
+    open mlx.xcodeproj
+
+Select the ``metal_capture`` example schema and run.
+
+.. image:: ../_static/metal_debugger/schema.png
+    :class: dark-light
+
+.. _`Metal debugger documentation`: https://developer.apple.com/documentation/xcode/metal-debugger