Implement gradient support for complex types

[educhesne]

Description

The question arose in PR #1303 to support complex gradient.

There are two conventions regarding complex gradient:

• the holomorphic compatible gradient, as in JAX
• its conjugate, the gradient-descent compatible gradient, as in torch

At the moment verify_grad is not defined on complex gradient, and anyway not all Op accepts complex inputs.

So the current issue can serve two purposes:

• register interests in having complex gradients (and complex Op)
• deciding which complex gradient convention to follow

[educhesne]

I've open a draft PR #1367 proposing an implementation of verify_grad following the JAX-like convention.
This is just to support the discussion; switching convention is simply removing the conjugate here