Core: Include <new> during GPU device compilation phase

libeigen/eigen!3043

Eigen/Core

diff --git a/Eigen/Core b/Eigen/Core
index 4ed3277..1c76fbc 100644
--- a/Eigen/Core
+++ b/Eigen/Core
@@ -33,7 +33,7 @@
 #include <hip/hip_runtime.h>
 #endif
 
-#ifdef EIGEN_EXCEPTIONS
+#if defined(EIGEN_EXCEPTIONS) || defined(EIGEN_GPU_COMPILE_PHASE)
 #include <new>
 #endif