Questions and postings pertaining to the usage of ImageMagick regardless of the interface. This includes the command-line utilities, as well as the C and C++ APIs. Usage questions are like "How do I use ImageMagick to create drop shadows?".
and it mentions the formats that are supported. JPEG does require the JPEG delegate library in order to read and write JPEG images. Install JPEG and then rebuild ImageMagck.
You probably need to install the JPEG development package/RPM. One package installs the required JPEG library and the development package installs the required JPEG header files. You can check the config.log file created by the configure script to determine what ImageMagick did not like about your JPEG installation. Fix the problem it reports and rerun the ImageMagick configure script.
