Extend verify_grad to complex gradient

[educhesne]

Description

Extend verify_grad to complex gradient following the holomorphic gradient convention (as in JAX).
The decision on which convention to follow (JAX-like or torch-like) has not been taken yet; see issue #1366.

Related Issue

• Closes #
• Related to Implement gradient support for complex types #1366

Checklist

• Checked that the pre-commit linting/style checks pass
• Included tests that prove the fix is effective or that the new feature works
• Added necessary documentation (docstrings and/or example notebooks)
• If you are a pro: each commit corresponds to a relevant logical change

Type of change

• New feature / enhancement
• Bug fix
• Documentation
• Maintenance
• Other (please specify):

---

📚 Documentation preview 📚: https://pytensor--1367.org.readthedocs.build/en/1367/

[codecov]

Codecov Report

Attention: Patch coverage is 80.00000% with 4 lines in your changes missing coverage. Please review.

Project coverage is 82.05%. Comparing base (f1514eb) to head (806fad1).
Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
pytensor/gradient.py	80.00%	1 Missing and 3 partials ⚠️

❌ Your patch check has failed because the patch coverage (80.00%) is below the target coverage (100.00%). You can increase the patch coverage or adjust the target coverage.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1367   +/-   ##
=======================================
  Coverage   82.05%   82.05%           
=======================================
  Files         203      203           
  Lines       48863    48875   +12     
  Branches     8695     8696    +1     
=======================================
+ Hits        40093    40103   +10     
- Misses       6619     6620    +1     
- Partials     2151     2152    +1     

Files with missing lines	Coverage Δ
pytensor/gradient.py	78.62% <80.00%> (+0.07%)	⬆️

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.