Implement gradient of `SVD`

[ricardoV94]

Please describe the purpose of filing this issue

Would be a nice addition

import pytensor.tensor as pt
x = pt.matrix("x")
y = pt.linalg.svd(x, compute_uv=False)
y_grad = pt.grad(y.sum(), x)  # NotImplementedError

Some code can be found in old Theano issues:

• Gradient for SVD Op?  Theano/Theano#5440
• Op/optimization TODO: log determinant Theano/Theano#150

More context in aesara-devs/aesara#836